+154.0%
CNH vs MKTX
+5.0%
+148.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | +26.6% | +0.7% | +25.8% | +26.4% |
| 3M | +31.1% | +40.8% | -9.7% | +22.7% |
| 6M | +24.9% | -8.0% | +32.9% | +26.3% |
| YTD | +48.7% | -8.7% | +57.4% | +50.6% |
| 1Y | +22.2% | -11.8% | +34.0% | +24.3% |
| 3Y | +7.4% | -24.0% | +31.5% | +10.1% |
| 5Y | +10.8% | -60.3% | +71.2% | +25.8% |
| All | +154.0% | +5.0% | +148.9% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling