+61.8%
CVE vs DLTR
+702.1%
-640.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.4% | +0.3% |
| 7D | -16.1% | -2.0% | -14.1% | -16.1% |
| 30D | -10.4% | +12.8% | -23.1% | -12.7% |
| 3M | -2.4% | +1.1% | -3.5% | -3.3% |
| 6M | -4.4% | +35.9% | -40.3% | -11.1% |
| YTD | +64.9% | +6.6% | +58.3% | +59.9% |
| 1Y | +66.0% | +28.6% | +37.4% | +54.5% |
| 3Y | +57.7% | +14.0% | +43.6% | +45.6% |
| 5Y | +144.7% | +19.2% | +125.5% | +117.3% |
| 10Y | +139.2% | +78.1% | +61.1% | +82.9% |
| All | +61.8% | +702.1% | -640.3% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling