+65.2%
CSGP vs DLTR
+75.4%
-10.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.9% | +0.2% | -3.7% |
| 7D | +1.3% | -2.0% | +3.3% | +1.7% |
| 30D | +10.7% | +12.8% | -2.1% | +8.2% |
| 3M | +3.3% | +1.1% | +2.2% | +3.0% |
| 6M | -10.3% | +35.9% | -46.2% | -15.8% |
| YTD | -54.6% | +6.6% | -61.2% | -55.5% |
| 1Y | -54.6% | +28.6% | -83.3% | -57.3% |
| 3Y | -60.3% | +14.0% | -74.4% | -62.8% |
| 5Y | -63.3% | +19.2% | -82.5% | -66.2% |
| All | +65.2% | +75.4% | -10.2% | +34.3% |
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