+45.0%
DLTR vs CP
+224.3%
-179.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.1% |
| 7D | -10.2% | +0.6% | -10.8% | -10.4% |
| 30D | -8.5% | -0.5% | -8.0% | -8.4% |
| 3M | +5.6% | +0.1% | +5.5% | +5.2% |
| 6M | +2.2% | +7.8% | -5.6% | -1.0% |
| YTD | -3.8% | +22.9% | -26.6% | -11.3% |
| 1Y | +22.9% | +21.3% | +1.6% | +13.8% |
| 3Y | +2.0% | +20.4% | -18.3% | -6.5% |
| 5Y | +29.8% | +34.9% | -5.1% | +12.6% |
| 10Y | +45.0% | +233.3% | -188.3% | -8.2% |
| All | +45.0% | +224.3% | -179.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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