+21.4%
DLTR vs CAI
-11.0%
+32.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -4.3% |
| 7D | -10.2% | -3.1% | -7.1% | -10.0% |
| 30D | -8.5% | +2.7% | -11.2% | -8.8% |
| 3M | +5.6% | +41.7% | -36.1% | +1.9% |
| 6M | +2.2% | +26.5% | -24.3% | -1.4% |
| YTD | -3.8% | -10.9% | +7.2% | -7.9% |
| 1Y | +22.9% | -29.2% | +52.2% | +15.9% |
| All | +21.4% | -11.0% | +32.4% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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