+444.5%
CORZ vs DLTR
-5.7%
+450.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.6% | +10.3% | +5.2% |
| 7D | +16.6% | -5.8% | +22.4% | +17.1% |
| 30D | -10.9% | -5.2% | -5.6% | -10.5% |
| 3M | -31.0% | +15.2% | -46.2% | -32.4% |
| 6M | +26.0% | +7.1% | +18.9% | +23.9% |
| YTD | +28.6% | +0.8% | +27.8% | +27.4% |
| 1Y | +34.5% | +24.8% | +9.7% | +30.1% |
| All | +444.5% | -5.7% | +450.2% | +451.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling