+23.6%
CMS vs DLTR
+27.2%
-3.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.6% |
| 7D | +0.2% | -10.2% | +10.4% | +0.8% |
| 30D | -1.3% | -8.5% | +7.2% | -0.8% |
| 3M | -5.4% | +5.6% | -10.9% | -5.8% |
| 6M | -10.3% | +2.2% | -12.5% | -10.6% |
| YTD | -0.2% | -3.8% | +3.5% | -0.2% |
| 1Y | -0.9% | +22.9% | -23.8% | -2.7% |
| 3Y | +34.0% | +2.0% | +31.9% | +33.5% |
| 5Y | +23.6% | +29.8% | -6.3% | +20.3% |
| All | +23.6% | +27.2% | -3.6% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling