-39.0%
CAG vs JBHT
+191.4%
-230.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.1% |
| 7D | +4.6% | +0.2% | +4.3% | +4.5% |
| 30D | +14.7% | -2.2% | +16.8% | +14.9% |
| 3M | +2.4% | -16.5% | +18.8% | +4.4% |
| 6M | +10.7% | -8.4% | +19.1% | +11.3% |
| YTD | -5.5% | +16.1% | -21.6% | -8.1% |
| 1Y | -4.6% | +31.9% | -36.5% | -8.8% |
| 3Y | -34.4% | +34.1% | -68.5% | -38.6% |
| 5Y | -39.2% | +20.1% | -59.3% | -42.8% |
| 10Y | -39.0% | +184.7% | -223.6% | -43.5% |
| All | -39.0% | +191.4% | -230.4% | -43.5% |
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