+6.8%
CNH vs MKTX
-25.2%
+32.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +27.0% | +0.8% | +26.2% | +27.0% |
| 3M | +32.6% | +41.1% | -8.5% | +30.4% |
| 6M | +23.6% | -9.5% | +33.1% | +28.0% |
| YTD | +47.8% | -8.7% | +56.5% | +52.9% |
| 1Y | +21.3% | -10.0% | +31.2% | +25.7% |
| All | +6.8% | -25.2% | +32.0% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling