-16.7%
DLTR vs CRBG
+117.3%
-134.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -10.1% | +0.6% | -10.7% | -10.2% |
| 30D | -8.1% | +2.6% | -10.8% | -8.6% |
| 3M | +2.9% | +24.0% | -21.1% | -1.7% |
| 6M | +4.3% | +50.5% | -46.2% | -4.4% |
| YTD | -3.9% | +17.1% | -21.1% | -7.6% |
| 1Y | +18.9% | +5.9% | +13.0% | +16.4% |
| 3Y | +1.9% | +122.7% | -120.8% | -12.9% |
| All | -16.7% | +117.3% | -134.0% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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