+68.0%
CNH vs MKTX
+212.6%
-144.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +23.3% | +0.4% | +22.9% | +23.2% |
| 30D | +33.5% | +1.1% | +32.4% | +33.2% |
| 3M | +32.7% | +36.1% | -3.4% | +24.3% |
| 6M | +22.2% | -12.9% | +35.0% | +24.8% |
| YTD | +57.7% | -8.5% | +66.2% | +59.3% |
| 1Y | +28.0% | -7.5% | +35.5% | +28.7% |
| 3Y | +11.5% | -28.3% | +39.9% | +15.6% |
| 5Y | +11.9% | -63.3% | +75.2% | +30.0% |
| 10Y | +162.8% | +4.5% | +158.3% | +126.8% |
| All | +68.0% | +212.6% | -144.7% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling