+38.9%
CNH vs DLTR
+143.3%
-104.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | +3.0% | +5.3% | -2.3% | +1.7% |
| 30D | -0.6% | +13.4% | -14.0% | -4.0% |
| 3M | +14.6% | +6.6% | +8.0% | +12.2% |
| 6M | +11.8% | +59.1% | -47.3% | -2.6% |
| YTD | +30.4% | +12.3% | +18.2% | +24.4% |
| 1Y | +19.1% | +33.9% | -14.8% | +8.2% |
| 3Y | +30.2% | +23.0% | +7.2% | +16.1% |
| 5Y | -17.8% | +22.1% | -39.9% | -29.5% |
| 10Y | +103.9% | +77.5% | +26.5% | +49.9% |
| All | +38.9% | +143.3% | -104.4% | -1.5% |
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 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