+216.7%
CTVA vs DLTR
+20.4%
+196.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.5% | -10.1% | +5.6% | -2.5% |
| 30D | +11.3% | -8.1% | +19.4% | +13.1% |
| 3M | +12.3% | +2.9% | +9.5% | +11.5% |
| 6M | +7.2% | +4.3% | +2.8% | +5.3% |
| YTD | +26.0% | -3.9% | +29.9% | +25.6% |
| 1Y | +16.0% | +18.9% | -2.9% | +10.2% |
| 3Y | +73.9% | +1.9% | +72.0% | +66.4% |
| 5Y | +103.8% | +31.0% | +72.8% | +69.5% |
| All | +216.7% | +20.4% | +196.3% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling