+23.0%
DLTR vs CG
+46.4%
-23.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | +5.3% | +0.2% | +5.1% | +5.2% |
| 30D | +13.4% | +11.2% | +2.2% | +10.7% |
| 3M | +6.6% | -22.1% | +28.7% | +13.4% |
| 6M | +59.1% | -17.9% | +77.0% | +66.5% |
| YTD | +12.3% | -31.3% | +43.5% | +22.7% |
| 1Y | +33.9% | -24.0% | +57.8% | +42.2% |
| 3Y | +23.0% | +45.0% | -22.0% | +4.6% |
| All | +23.0% | +46.4% | -23.4% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling