+882.6%
DLTR vs CRL
+1,379.5%
-496.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.6% |
| 7D | +2.5% | -1.0% | +3.5% | +2.6% |
| 30D | +2.1% | +10.7% | -8.6% | 0.0% |
| 3M | +20.3% | +55.3% | -35.0% | +9.8% |
| 6M | +11.5% | +60.7% | -49.1% | +0.6% |
| YTD | +6.8% | +44.6% | -37.8% | -2.0% |
| 1Y | +31.1% | +77.7% | -46.7% | +15.0% |
| 3Y | +10.7% | +37.6% | -27.0% | -1.7% |
| 5Y | +41.6% | -35.8% | +77.4% | +43.0% |
| 10Y | +58.1% | +241.7% | -183.6% | +11.7% |
| All | +882.6% | +1,379.5% | -496.9% | +408.9% |
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