+40.0%
CVS vs DLTR
+45.3%
-5.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -2.2% | -10.1% | +7.9% | -0.6% |
| 30D | -0.1% | -8.1% | +8.1% | +1.2% |
| 3M | -5.2% | +2.9% | -8.1% | -5.8% |
| 6M | +26.9% | +4.3% | +22.5% | +25.2% |
| YTD | +22.1% | -3.9% | +26.0% | +21.7% |
| 1Y | +30.8% | +18.9% | +11.9% | +25.6% |
| 3Y | +54.4% | +1.9% | +52.5% | +49.1% |
| 5Y | +33.4% | +31.0% | +2.4% | +15.4% |
| All | +40.0% | +45.3% | -5.2% | +12.4% |
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