+9,684.9%
CMI vs DLTR
+10,500.9%
-816.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +0.8% | -9.4% | +10.3% | +3.0% |
| 30D | -12.8% | -7.3% | -5.4% | -11.5% |
| 3M | -12.4% | +7.6% | -20.0% | -14.4% |
| 6M | -0.9% | +1.6% | -2.5% | -2.7% |
| YTD | +8.9% | -3.5% | +12.4% | +8.0% |
| 1Y | +37.7% | +20.0% | +17.7% | +29.5% |
| 3Y | +148.9% | +2.3% | +146.6% | +134.0% |
| 5Y | +164.4% | +31.5% | +132.8% | +127.2% |
| 10Y | +506.9% | +45.4% | +461.6% | +387.1% |
| All | +9,684.9% | +10,500.9% | -816.0% | +3,668.5% |
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