+932.4%
DLTR vs CRL
+1,633.2%
-700.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.1% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +13.4% | +11.9% | +1.5% | +10.3% |
| 3M | +6.6% | +20.2% | -13.6% | +2.1% |
| 6M | +59.1% | +107.5% | -48.5% | +36.4% |
| YTD | +12.3% | +69.4% | -57.2% | -0.8% |
| 1Y | +33.9% | +99.7% | -65.9% | +14.5% |
| 3Y | +23.0% | +98.8% | -75.8% | +0.9% |
| 5Y | +22.1% | -12.4% | +34.5% | +15.5% |
| 10Y | +77.5% | +352.9% | -275.4% | +18.3% |
| All | +932.4% | +1,633.2% | -700.8% | +415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling