-35.9%
CAG vs JBHT
+273.4%
-309.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.3% |
| 7D | -3.8% | +4.9% | -8.7% | -4.4% |
| 30D | +3.1% | +0.6% | +2.6% | +3.0% |
| 3M | +23.5% | -3.2% | +26.7% | +23.8% |
| 6M | -14.8% | +17.0% | -31.8% | -17.0% |
| YTD | -5.4% | +41.7% | -47.1% | -10.2% |
| 1Y | -11.8% | +90.0% | -101.8% | -19.9% |
| 3Y | -36.7% | +47.0% | -83.6% | -41.2% |
| 5Y | -40.3% | +58.3% | -98.6% | -46.1% |
| All | -35.9% | +273.4% | -309.3% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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