+73.6%
CTAS vs DLTR
+21.5%
+52.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | -0.1% |
| 7D | +2.0% | +5.3% | -3.3% | +1.4% |
| 30D | +8.7% | +13.4% | -4.7% | +7.2% |
| 3M | +13.3% | +6.6% | +6.7% | +12.3% |
| 6M | +39.4% | +59.1% | -19.7% | +33.4% |
| YTD | +21.5% | +12.3% | +9.2% | +19.1% |
| 1Y | +21.9% | +33.9% | -12.0% | +18.0% |
| 3Y | +73.6% | +23.0% | +50.6% | +74.0% |
| All | +73.6% | +21.5% | +52.2% | +74.0% |
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