+140.2%
CMS vs DLTR
+76.3%
+63.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +1.9% |
| 7D | +1.7% | +5.3% | -3.6% | +1.2% |
| 30D | +6.2% | +13.4% | -7.2% | +4.7% |
| 3M | +0.6% | +6.6% | -6.0% | -0.3% |
| 6M | -1.8% | +59.1% | -60.8% | -6.9% |
| YTD | +3.8% | +12.3% | -8.4% | +1.9% |
| 1Y | -1.8% | +33.9% | -35.6% | -5.6% |
| 3Y | +39.8% | +23.0% | +16.8% | +33.9% |
| 5Y | +37.1% | +22.1% | +15.0% | +28.6% |
| All | +140.2% | +76.3% | +63.9% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling