+698.3%
CMS vs DLTR
+11,640.8%
-10,942.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | +2.5% | -2.1% | +0.1% |
| 30D | -3.6% | +2.1% | -5.7% | -3.8% |
| 3M | -1.9% | +20.3% | -22.2% | -3.9% |
| 6M | -11.0% | +11.5% | -22.5% | -12.4% |
| YTD | +0.2% | +6.8% | -6.6% | -1.1% |
| 1Y | -1.3% | +31.1% | -32.4% | -4.9% |
| 3Y | +35.9% | +10.7% | +25.3% | +31.2% |
| 5Y | +23.1% | +41.6% | -18.5% | +13.9% |
| 10Y | +117.9% | +58.1% | +59.8% | +94.5% |
| All | +698.3% | +11,640.8% | -10,942.6% | +449.1% |
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