+35.2%
CMS vs DLTR
+6.7%
+28.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +0.7% |
| 7D | +1.2% | -5.8% | +7.0% | +1.4% |
| 30D | -3.2% | -5.2% | +2.1% | -3.0% |
| 3M | -2.2% | +15.2% | -17.4% | -2.7% |
| 6M | -9.4% | +7.1% | -16.6% | -9.6% |
| YTD | +0.7% | +0.8% | -0.2% | +0.6% |
| 1Y | +0.4% | +24.8% | -24.4% | -0.6% |
| 3Y | +35.2% | +6.9% | +28.3% | +36.0% |
| All | +35.2% | +6.7% | +28.5% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling