+20.0%
DLTR vs CRL
+73.3%
-53.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.6% |
| 7D | -9.4% | -6.9% | -2.5% | -8.3% |
| 30D | -7.3% | -3.2% | -4.1% | -6.8% |
| 3M | +7.6% | +46.5% | -39.0% | -1.0% |
| 6M | +1.6% | +63.1% | -61.5% | -8.7% |
| YTD | -3.5% | +36.9% | -40.4% | -11.4% |
| 1Y | +20.0% | +78.1% | -58.1% | +6.2% |
| All | +20.0% | +73.3% | -53.2% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling