+4,635.7%
COF vs DLTR
+10,500.9%
-5,865.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -6.1% | -9.4% | +3.4% | -3.5% |
| 30D | -5.2% | -7.3% | +2.2% | -3.3% |
| 3M | +17.0% | +7.6% | +9.4% | +14.1% |
| 6M | +12.9% | +1.6% | +11.3% | +10.8% |
| YTD | -13.5% | -3.5% | -10.0% | -14.2% |
| 1Y | -5.9% | +20.0% | -25.9% | -12.6% |
| 3Y | +117.1% | +2.3% | +114.8% | +101.6% |
| 5Y | +45.4% | +31.5% | +13.9% | +21.4% |
| 10Y | +244.1% | +45.4% | +198.7% | +167.5% |
| All | +4,635.7% | +10,500.9% | -5,865.2% | +1,264.7% |
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