-61.9%
CSGP vs DLTR
+23.7%
-85.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -3.4% |
| 7D | -3.2% | +5.0% | -8.2% | -4.0% |
| 30D | +2.2% | +18.7% | -16.5% | -0.6% |
| 3M | -3.7% | +8.9% | -12.5% | -5.1% |
| 6M | -7.4% | +49.4% | -56.9% | -12.9% |
| YTD | -54.9% | +14.5% | -69.4% | -56.0% |
| 1Y | -54.9% | +32.5% | -87.4% | -57.0% |
| 3Y | -61.9% | +23.4% | -85.4% | -66.1% |
| All | -61.9% | +23.7% | -85.6% | -66.1% |
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