+1,078.6%
CNP vs DLTR
+11,640.8%
-10,562.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +1.1% | +2.5% | -1.4% | +0.9% |
| 30D | -1.8% | +2.1% | -3.9% | -2.1% |
| 3M | -4.6% | +20.3% | -24.9% | -6.4% |
| 6M | -8.8% | +11.5% | -20.4% | -10.2% |
| YTD | +5.2% | +6.8% | -1.6% | +4.0% |
| 1Y | +8.3% | +31.1% | -22.8% | +4.7% |
| 3Y | +54.9% | +10.7% | +44.2% | +49.9% |
| 5Y | +73.5% | +41.6% | +31.9% | +61.9% |
| 10Y | +139.1% | +58.1% | +81.0% | +118.5% |
| All | +1,078.6% | +11,640.8% | -10,562.2% | +805.7% |
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