+43.4%
DLTR vs CG
+314.7%
-271.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -10.1% | -9.9% | -0.2% | -7.7% |
| 30D | -8.1% | -11.7% | +3.5% | -5.3% |
| 3M | +2.9% | -4.3% | +7.1% | +3.4% |
| 6M | +4.3% | -8.8% | +13.1% | +5.9% |
| YTD | -3.9% | -26.9% | +22.9% | +2.8% |
| 1Y | +18.9% | -35.4% | +54.3% | +31.0% |
| 3Y | +1.9% | +43.0% | -41.1% | -10.8% |
| 5Y | +31.0% | +1.9% | +29.1% | +20.2% |
| All | +43.4% | +314.7% | -271.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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