+3,225.2%
CSGP vs DLTR
+1,343.7%
+1,881.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | +3.3% | +1.1% | +2.2% | +2.9% |
| 6M | -10.3% | +35.9% | -46.2% | -16.3% |
| YTD | -54.6% | +6.6% | -61.2% | -55.7% |
| 1Y | -54.6% | +28.6% | -83.3% | -57.5% |
| 3Y | -60.3% | +14.0% | -74.4% | -63.1% |
| 5Y | -63.3% | +19.2% | -82.5% | -66.8% |
| 10Y | +66.5% | +78.1% | -11.6% | +31.1% |
| All | +3,225.2% | +1,343.7% | +1,881.4% | +1,267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling