+21.4%
DLTR vs CLBK
+64.7%
-43.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.2% |
| 7D | -10.2% | -1.5% | -8.8% | -9.8% |
| 30D | -8.5% | +6.7% | -15.2% | -10.3% |
| 3M | +5.6% | +21.2% | -15.6% | -0.6% |
| 6M | +2.2% | +42.0% | -39.8% | -8.3% |
| YTD | -3.8% | +63.3% | -67.0% | -17.6% |
| 1Y | +22.9% | +65.4% | -42.4% | +4.6% |
| 3Y | +2.0% | +52.5% | -50.4% | -13.4% |
| 5Y | +29.8% | +42.0% | -12.2% | +5.7% |
| All | +21.4% | +64.7% | -43.3% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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