+153.9%
CVE vs DLTR
+23.8%
+130.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +4.6% | +2.4% | +2.2% | +4.4% |
| 30D | -12.0% | +21.5% | -33.5% | -13.9% |
| 3M | -3.8% | +9.8% | -13.6% | -5.0% |
| 6M | -2.7% | +58.6% | -61.4% | -8.6% |
| YTD | +73.6% | +14.8% | +58.8% | +69.9% |
| 1Y | +62.0% | +33.0% | +29.0% | +54.7% |
| 3Y | +72.7% | +23.8% | +48.9% | +61.9% |
| 5Y | +153.9% | +24.9% | +129.0% | +129.7% |
| All | +153.9% | +23.8% | +130.1% | +129.7% |
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 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