+192.3%
CAH vs JBHT
+51.6%
+140.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.6% |
| 7D | +5.4% | +4.9% | +0.5% | +5.2% |
| 30D | +3.3% | +0.6% | +2.7% | +3.3% |
| 3M | +22.8% | -3.2% | +26.0% | +22.9% |
| 6M | +11.3% | +17.0% | -5.7% | +10.5% |
| YTD | +21.1% | +41.7% | -20.5% | +19.9% |
| 1Y | +67.2% | +90.0% | -22.7% | +64.2% |
| All | +192.3% | +51.6% | +140.7% | +185.1% |
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