-1.5%
COF vs DLTR
+29.2%
-30.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.8% | +2.5% | -0.6% | +1.4% |
| 30D | -0.6% | +2.1% | -2.6% | -0.9% |
| 3M | +20.3% | +20.3% | 0.0% | +16.6% |
| 6M | +13.0% | +11.5% | +1.5% | +11.2% |
| YTD | -8.3% | +6.8% | -15.2% | -9.3% |
| 1Y | -1.5% | +31.1% | -32.6% | -11.8% |
| All | -1.5% | +29.2% | -30.7% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling