+73.2%
CVE vs DLTR
+21.5%
+51.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +0.8% |
| 7D | +5.9% | +5.3% | +0.6% | +5.7% |
| 30D | -10.9% | +13.4% | -24.3% | -11.6% |
| 3M | -4.5% | +6.6% | -11.1% | -5.0% |
| 6M | -1.0% | +59.1% | -60.0% | -5.3% |
| YTD | +74.7% | +12.3% | +62.5% | +73.6% |
| 1Y | +65.8% | +33.9% | +32.0% | +60.4% |
| 3Y | +73.2% | +23.0% | +50.2% | +48.2% |
| All | +73.2% | +21.5% | +51.7% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling