+320.2%
CVE vs DLTR
+41.6%
+278.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +2.5% | +2.5% | 0.0% | +2.2% |
| 30D | +16.7% | +2.1% | +14.7% | +16.4% |
| 3M | +9.3% | +20.3% | -11.0% | +6.7% |
| 6M | +43.6% | +11.5% | +32.1% | +41.2% |
| YTD | +93.6% | +6.8% | +86.7% | +91.3% |
| 1Y | +98.8% | +31.1% | +67.7% | +89.6% |
| 3Y | +73.6% | +10.7% | +62.9% | +65.4% |
| All | +320.2% | +41.6% | +278.5% | +301.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling