+718.4%
CMS vs DLTR
+12,666.4%
-11,948.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -1.1% | -2.8% | +1.7% | -0.9% |
| 30D | +6.6% | +21.5% | -14.9% | +4.4% |
| 3M | +0.8% | +11.6% | -10.8% | -0.5% |
| 6M | -3.3% | +58.7% | -62.1% | -8.3% |
| YTD | +2.7% | +16.2% | -13.4% | +0.4% |
| 1Y | -4.0% | +34.8% | -38.9% | -7.8% |
| 3Y | +37.6% | +25.3% | +12.3% | +30.9% |
| 5Y | +35.4% | +25.8% | +9.6% | +27.1% |
| 10Y | +136.0% | +83.7% | +52.4% | +107.2% |
| All | +718.4% | +12,666.4% | -11,948.1% | +457.2% |
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 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