-33.4%
CAG vs JBHT
+27.4%
-60.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.7% |
| 7D | +5.8% | -1.6% | +7.4% | +5.9% |
| 30D | +16.4% | -2.3% | +18.6% | +16.5% |
| 3M | +3.8% | -18.5% | +22.3% | +5.1% |
| 6M | +10.8% | -11.3% | +22.1% | +11.4% |
| YTD | -5.8% | +12.6% | -18.4% | -7.2% |
| 1Y | -2.4% | +29.8% | -32.1% | -4.7% |
| 3Y | -33.4% | +28.1% | -61.5% | -39.5% |
| All | -33.4% | +27.4% | -60.8% | -39.5% |
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