-62.8%
CSGP vs DLTR
+10.7%
-73.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -4.1% | +2.5% | -6.5% | -4.4% |
| 30D | +2.3% | +2.1% | +0.3% | +2.0% |
| 3M | -8.2% | +20.3% | -28.4% | -10.5% |
| 6M | -35.1% | +11.5% | -46.6% | -36.3% |
| YTD | -54.0% | +6.8% | -60.9% | -54.6% |
| 1Y | -65.3% | +31.1% | -96.4% | -66.9% |
| All | -62.8% | +10.7% | -73.5% | -65.8% |
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 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