+124.9%
CHD vs DAR
+375.1%
-250.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | -4.7% | +0.9% | -5.7% | -4.8% |
| 30D | -8.3% | +6.4% | -14.8% | -8.6% |
| 3M | -4.0% | +13.2% | -17.3% | -4.7% |
| 6M | -6.5% | +26.2% | -32.7% | -7.9% |
| YTD | +13.1% | +84.4% | -71.3% | +9.0% |
| 1Y | +2.3% | +112.0% | -109.7% | -2.3% |
| 3Y | +1.8% | +13.4% | -11.6% | +0.4% |
| 5Y | +20.6% | -6.0% | +26.6% | +19.2% |
| All | +124.9% | +375.1% | -250.2% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling