+604.8%
CRS vs DLTR
+1.4%
+603.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -6.8% | -10.1% | +3.3% | -5.6% |
| 30D | -16.1% | -8.1% | -8.0% | -15.3% |
| 3M | -21.2% | +2.9% | -24.0% | -21.8% |
| 6M | +8.7% | +4.3% | +4.3% | +7.2% |
| YTD | +41.0% | -3.9% | +44.9% | +40.2% |
| 1Y | +82.7% | +18.9% | +63.8% | +77.0% |
| 3Y | +604.8% | +1.9% | +602.9% | +542.4% |
| All | +604.8% | +1.4% | +603.4% | +542.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling