+8,816.4%
CTAS vs DLTR
+11,640.8%
-2,824.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.8% | +2.5% | -4.3% | -2.3% |
| 30D | -0.2% | +2.1% | -2.3% | -0.7% |
| 3M | +11.7% | +20.3% | -8.6% | +7.6% |
| 6M | +0.7% | +11.5% | -10.8% | -2.2% |
| YTD | +7.4% | +6.8% | +0.6% | +5.0% |
| 1Y | -2.1% | +31.1% | -33.2% | -8.5% |
| 3Y | +62.9% | +10.7% | +52.3% | +52.2% |
| 5Y | +111.9% | +41.6% | +70.3% | +83.5% |
| 10Y | +652.2% | +58.1% | +594.1% | +515.3% |
| All | +8,816.4% | +11,640.8% | -2,824.5% | +3,800.9% |
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