+7.7%
CNH vs MKTX
-60.5%
+68.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.9% |
| 6M | +24.9% | -8.0% | +32.9% | +27.9% |
| YTD | +48.7% | -8.7% | +57.4% | +52.4% |
| 1Y | +22.2% | -11.8% | +34.0% | +26.1% |
| 3Y | +7.4% | -24.0% | +31.5% | +10.9% |
| All | +7.7% | -60.5% | +68.2% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling