+281.7%
CORZ vs DLTR
+7.1%
+274.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +3.1% |
| 7D | -7.8% | +5.0% | -12.8% | -7.9% |
| 30D | -14.8% | +18.7% | -33.5% | -15.8% |
| 3M | -32.5% | +8.9% | -41.3% | -32.9% |
| 6M | -42.7% | +49.4% | -92.2% | -45.4% |
| YTD | -9.8% | +14.5% | -24.3% | -11.4% |
| 1Y | -31.9% | +32.5% | -64.4% | -34.1% |
| All | +281.7% | +7.1% | +274.6% | +283.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling