+130.1%
CVE vs DLTR
+88.8%
+41.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -0.2% |
| 7D | -10.1% | -1.0% | -9.1% | -10.1% |
| 30D | -12.1% | +15.7% | -27.8% | -14.5% |
| 3M | -1.9% | +4.8% | -6.7% | -3.2% |
| 6M | -1.8% | +45.6% | -47.5% | -9.2% |
| YTD | +65.8% | +11.6% | +54.2% | +60.1% |
| 1Y | +60.8% | +29.8% | +31.1% | +50.4% |
| 3Y | +70.1% | +20.8% | +49.3% | +56.5% |
| 5Y | +134.8% | +23.5% | +111.3% | +108.5% |
| 10Y | +130.1% | +80.5% | +49.6% | +82.3% |
| All | +130.1% | +88.8% | +41.3% | +82.3% |
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