+2,259.1%
CVS vs DLTR
+10,476.7%
-8,217.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.8% | 0.0% |
| 7D | -1.9% | -10.2% | +8.3% | -0.2% |
| 30D | -0.3% | -8.5% | +8.2% | +1.1% |
| 3M | -1.1% | +5.6% | -6.7% | -2.2% |
| 6M | +23.7% | +2.2% | +21.5% | +22.1% |
| YTD | +23.0% | -3.8% | +26.8% | +22.4% |
| 1Y | +37.2% | +22.9% | +14.2% | +30.6% |
| 3Y | +62.4% | +2.0% | +60.4% | +54.7% |
| 5Y | +31.8% | +29.8% | +2.0% | +17.0% |
| 10Y | +41.9% | +45.0% | -3.1% | +19.5% |
| All | +2,259.1% | +10,476.7% | -8,217.7% | +793.5% |
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