+7.0%
DLTR vs CRL
+39.9%
-32.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -5.2% |
| 7D | -5.8% | -0.6% | -5.3% | -5.7% |
| 30D | -5.2% | +5.0% | -10.2% | -5.9% |
| 3M | +15.2% | +50.6% | -35.4% | +7.8% |
| 6M | +7.1% | +60.9% | -53.8% | -1.1% |
| YTD | +0.8% | +40.7% | -39.9% | -5.5% |
| 1Y | +24.8% | +73.3% | -48.5% | +13.5% |
| All | +7.0% | +39.9% | -32.9% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling