+6.9%
DLTR vs CP
+20.4%
-13.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.4% |
| 7D | -5.8% | +2.4% | -8.3% | -6.7% |
| 30D | -5.2% | -0.5% | -4.7% | -5.2% |
| 3M | +15.2% | +1.4% | +13.8% | +14.1% |
| 6M | +7.1% | +10.3% | -3.2% | +2.2% |
| YTD | +0.8% | +24.3% | -23.5% | -8.7% |
| 1Y | +24.8% | +20.4% | +4.3% | +14.2% |
| 3Y | +6.9% | +21.8% | -14.9% | -8.1% |
| All | +6.9% | +20.4% | -13.5% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling