-70.0%
CPNG vs DLTR
+9.9%
-79.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.2% | +0.6% |
| 7D | -7.6% | -10.2% | +2.7% | -5.6% |
| 30D | -8.8% | -8.5% | -0.3% | -7.3% |
| 3M | -7.2% | +5.6% | -12.8% | -8.4% |
| 6M | -21.5% | +2.2% | -23.7% | -22.4% |
| YTD | -37.4% | -3.8% | -33.7% | -37.5% |
| 1Y | -54.3% | +22.9% | -77.3% | -56.7% |
| 3Y | -20.3% | +2.0% | -22.3% | -23.6% |
| 5Y | -51.2% | +29.8% | -81.0% | -53.6% |
| All | -70.0% | +9.9% | -79.9% | -69.7% |
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