+18.9%
DLTR vs CG
-33.8%
+52.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -10.1% | -9.9% | -0.2% | -8.1% |
| 30D | -8.1% | -11.7% | +3.5% | -5.9% |
| 3M | +2.9% | -4.3% | +7.1% | +3.6% |
| 6M | +4.3% | -8.8% | +13.1% | +6.2% |
| YTD | -3.9% | -26.9% | +22.9% | +5.1% |
| 1Y | +18.9% | -35.4% | +54.3% | +29.3% |
| All | +18.9% | -33.8% | +52.7% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling