+118.1%
COF vs DLTR
+1.4%
+116.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -5.1% | -10.1% | +4.9% | -3.6% |
| 30D | -6.0% | -8.1% | +2.1% | -4.9% |
| 3M | +14.8% | +2.9% | +12.0% | +14.1% |
| 6M | +15.3% | +4.3% | +11.0% | +13.9% |
| YTD | -13.0% | -3.9% | -9.1% | -13.1% |
| 1Y | -5.7% | +18.9% | -24.6% | -9.2% |
| 3Y | +118.1% | +1.9% | +116.2% | +103.1% |
| All | +118.1% | +1.4% | +116.7% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling