-5.7%
COF vs DLTR
+19.1%
-24.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -5.1% | -10.1% | +4.9% | -3.5% |
| 30D | -6.0% | -8.1% | +2.1% | -4.8% |
| 3M | +14.8% | +2.9% | +12.0% | +14.2% |
| 6M | +15.3% | +4.3% | +11.0% | +14.4% |
| YTD | -13.0% | -3.9% | -9.1% | -12.4% |
| 1Y | -5.7% | +18.9% | -24.6% | -15.7% |
| All | -5.7% | +19.1% | -24.8% | -15.7% |
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 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