+245.6%
CRH vs DLTR
+45.3%
+200.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -6.1% | -10.1% | +4.0% | -3.9% |
| 30D | -9.3% | -8.1% | -1.2% | -7.7% |
| 3M | -15.2% | +2.9% | -18.0% | -15.9% |
| 6M | -14.2% | +4.3% | -18.5% | -15.7% |
| YTD | -28.3% | -3.9% | -24.3% | -28.4% |
| 1Y | -21.8% | +18.9% | -40.7% | -25.8% |
| 3Y | +71.6% | +1.9% | +69.7% | +63.5% |
| 5Y | +96.6% | +31.0% | +65.6% | +69.0% |
| All | +245.6% | +45.3% | +200.3% | +177.5% |
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