+1,323.2%
CRS vs DLTR
+45.3%
+1,277.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -6.8% | -10.1% | +3.3% | -4.1% |
| 30D | -16.1% | -8.1% | -8.0% | -14.4% |
| 3M | -21.2% | +2.9% | -24.0% | -22.4% |
| 6M | +8.7% | +4.3% | +4.3% | +5.8% |
| YTD | +41.0% | -3.9% | +44.9% | +40.0% |
| 1Y | +82.7% | +18.9% | +63.8% | +69.9% |
| 3Y | +604.8% | +1.9% | +602.9% | +555.9% |
| 5Y | +1,384.7% | +31.0% | +1,353.7% | +1,092.8% |
| All | +1,323.2% | +45.3% | +1,277.9% | +856.2% |
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