+6,937.0%
CHD vs DAR
+1,762.6%
+5,174.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -2.7% | +1.4% | -4.0% | -2.7% |
| 30D | -4.6% | +12.8% | -17.4% | -5.0% |
| 3M | +5.0% | +7.4% | -2.3% | +4.7% |
| 6M | -3.2% | +22.3% | -25.5% | -3.9% |
| YTD | +18.6% | +81.1% | -62.4% | +16.4% |
| 1Y | +4.8% | +106.5% | -101.7% | +2.4% |
| 3Y | +6.1% | +5.3% | +0.8% | +5.2% |
| 5Y | +24.0% | -11.5% | +35.5% | +23.0% |
| 10Y | +124.5% | +353.3% | -228.9% | +110.3% |
| All | +6,937.0% | +1,762.6% | +5,174.4% | +6,902.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling