-38.3%
CAG vs JBHT
+182.5%
-220.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.0% | +0.9% |
| 7D | -3.3% | +7.0% | -10.4% | -4.2% |
| 30D | +7.7% | +0.5% | +7.2% | +7.6% |
| 3M | -3.2% | -17.4% | +14.2% | -1.1% |
| 6M | +7.0% | -1.7% | +8.7% | +6.5% |
| YTD | -9.0% | +20.7% | -29.7% | -11.9% |
| 1Y | -9.6% | +41.1% | -50.7% | -14.4% |
| 3Y | -36.0% | +38.0% | -74.0% | -40.3% |
| 5Y | -40.9% | +22.5% | -63.3% | -44.6% |
| All | -38.3% | +182.5% | -220.8% | -48.3% |
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