+29.8%
DLTR vs CRL
-37.6%
+67.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.4% |
| 7D | -10.2% | -4.6% | -5.7% | -9.5% |
| 30D | -8.5% | +0.5% | -9.0% | -8.6% |
| 3M | +5.6% | +46.6% | -41.1% | -1.9% |
| 6M | +2.2% | +57.3% | -55.1% | -6.6% |
| YTD | -3.8% | +39.5% | -43.3% | -10.5% |
| 1Y | +22.9% | +76.9% | -53.9% | +9.3% |
| 3Y | +2.0% | +39.4% | -37.3% | -8.6% |
| 5Y | +29.8% | -37.2% | +67.0% | +30.8% |
| All | +29.8% | -37.6% | +67.4% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling