+134.5%
CVE vs DLTR
+75.4%
+59.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.4% | +0.2% |
| 7D | -16.1% | -2.0% | -14.1% | -16.1% |
| 30D | -10.4% | +12.8% | -23.1% | -12.5% |
| 3M | -2.4% | +1.1% | -3.5% | -3.2% |
| 6M | -4.4% | +35.9% | -40.3% | -10.6% |
| YTD | +64.9% | +6.6% | +58.3% | +60.4% |
| 1Y | +66.0% | +28.6% | +37.4% | +55.3% |
| 3Y | +57.7% | +14.0% | +43.6% | +46.4% |
| 5Y | +144.7% | +19.2% | +125.5% | +118.3% |
| All | +134.5% | +75.4% | +59.1% | +89.6% |
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