+67.3%
CSGP vs DLTR
+88.8%
-21.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.4% | +1.3% |
| 7D | -1.8% | -1.0% | -0.8% | -1.7% |
| 30D | +5.3% | +15.7% | -10.4% | +2.4% |
| 3M | +3.3% | +4.8% | -1.5% | +2.2% |
| 6M | -4.7% | +45.6% | -50.3% | -11.7% |
| YTD | -53.5% | +11.6% | -65.1% | -54.9% |
| 1Y | -53.7% | +29.8% | -83.5% | -56.5% |
| 3Y | -59.7% | +20.8% | -80.5% | -62.6% |
| 5Y | -62.5% | +23.5% | -85.9% | -65.7% |
| 10Y | +67.3% | +80.5% | -13.2% | +35.8% |
| All | +67.3% | +88.8% | -21.5% | +35.8% |
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