+4,005.7%
CMG vs DLTR
+1,341.2%
+2,664.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | -3.8% | -9.4% | +5.6% | -1.1% |
| 30D | +12.9% | -7.3% | +20.2% | +15.3% |
| 3M | +18.8% | +7.6% | +11.2% | +15.8% |
| 6M | +4.1% | +1.6% | +2.5% | +2.3% |
| YTD | -2.4% | -3.5% | +1.2% | -2.8% |
| 1Y | -6.7% | +20.0% | -26.7% | -13.1% |
| 3Y | -7.1% | +2.3% | -9.4% | -14.0% |
| 5Y | -5.0% | +31.5% | -36.5% | -23.0% |
| 10Y | +323.5% | +45.4% | +278.2% | +195.4% |
| All | +4,005.7% | +1,341.2% | +2,664.5% | +851.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling