+31.4%
CORZ vs DLTR
+29.2%
+2.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +8.4% | +2.5% | +5.9% | +8.1% |
| 30D | -17.8% | +2.1% | -19.9% | -18.0% |
| 3M | -35.9% | +20.3% | -56.2% | -37.8% |
| 6M | +12.9% | +11.5% | +1.4% | +10.9% |
| YTD | +22.9% | +6.8% | +16.0% | +22.0% |
| 1Y | +31.4% | +31.1% | +0.3% | +27.1% |
| All | +31.4% | +29.2% | +2.1% | +27.1% |
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 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