+219.9%
CTVA vs DLTR
+20.6%
+199.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.2% | -0.5% |
| 7D | -5.8% | -10.2% | +4.4% | -3.8% |
| 30D | +11.1% | -8.5% | +19.6% | +12.9% |
| 3M | +13.2% | +5.6% | +7.7% | +11.8% |
| 6M | +8.7% | +2.2% | +6.5% | +7.3% |
| YTD | +27.3% | -3.8% | +31.0% | +26.9% |
| 1Y | +18.0% | +22.9% | -4.9% | +11.2% |
| 3Y | +76.5% | +2.0% | +74.4% | +68.8% |
| 5Y | +105.1% | +29.8% | +75.3% | +71.2% |
| All | +219.9% | +20.6% | +199.3% | +149.7% |
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