+44.0%
DLTR vs CRL
+249.3%
-205.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.7% |
| 7D | -9.4% | -6.9% | -2.5% | -8.0% |
| 30D | -7.3% | -3.2% | -4.1% | -6.7% |
| 3M | +7.6% | +46.5% | -39.0% | -2.1% |
| 6M | +1.6% | +63.1% | -61.5% | -10.2% |
| YTD | -3.5% | +36.9% | -40.4% | -11.7% |
| 1Y | +20.0% | +78.1% | -58.1% | +2.8% |
| 3Y | +2.3% | +36.7% | -34.4% | -11.0% |
| 5Y | +31.5% | -38.1% | +69.6% | +39.4% |
| All | +44.0% | +249.3% | -205.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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