+43.0%
CSGP vs DLTR
+58.3%
-15.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -4.1% | +2.5% | -6.5% | -4.5% |
| 30D | +2.3% | +2.1% | +0.3% | +1.9% |
| 3M | -8.2% | +20.3% | -28.4% | -11.3% |
| 6M | -35.1% | +11.5% | -46.6% | -36.8% |
| YTD | -54.0% | +6.8% | -60.9% | -54.9% |
| 1Y | -65.3% | +31.1% | -96.4% | -67.4% |
| 3Y | -62.6% | +10.7% | -73.2% | -64.6% |
| 5Y | -64.8% | +41.6% | -106.4% | -68.8% |
| All | +43.0% | +58.3% | -15.3% | +19.2% |
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