+238.9%
CRM vs DLTR
+45.3%
+193.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.0% |
| 7D | -4.4% | -10.1% | +5.6% | -2.4% |
| 30D | +28.1% | -8.1% | +36.3% | +30.0% |
| 3M | +48.8% | +2.9% | +46.0% | +47.7% |
| 6M | +28.3% | +4.3% | +23.9% | +26.0% |
| YTD | -6.0% | -3.9% | -2.1% | -6.4% |
| 1Y | +1.4% | +18.9% | -17.5% | -3.7% |
| 3Y | +11.8% | +1.9% | +9.9% | +6.6% |
| 5Y | -2.0% | +31.0% | -33.0% | -14.4% |
| All | +238.9% | +45.3% | +193.6% | +173.3% |
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