+95.2%
CNC vs DLTR
+45.3%
+50.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -0.9% | -10.1% | +9.2% | +0.6% |
| 30D | -1.0% | -8.1% | +7.1% | +0.2% |
| 3M | +4.5% | +2.9% | +1.7% | +3.9% |
| 6M | +85.2% | +4.3% | +80.9% | +82.7% |
| YTD | +61.4% | -3.9% | +65.3% | +61.0% |
| 1Y | +94.9% | +18.9% | +76.0% | +87.6% |
| 3Y | 0.0% | +1.9% | -1.9% | -3.8% |
| 5Y | +11.2% | +31.0% | -19.8% | -2.9% |
| All | +95.2% | +45.3% | +50.0% | +58.5% |
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