-32.3%
CAG vs JBHT
+28.2%
-60.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.6% | +6.3% | +3.0% |
| 7D | +11.4% | -1.4% | +12.7% | +11.5% |
| 30D | +16.7% | -3.1% | +19.7% | +16.9% |
| 3M | +4.5% | -19.5% | +24.1% | +6.0% |
| 6M | +13.3% | -9.6% | +22.9% | +13.7% |
| YTD | -4.2% | +13.3% | -17.5% | -5.6% |
| 1Y | -2.9% | +29.7% | -32.6% | -5.3% |
| All | -32.3% | +28.2% | -60.5% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling