+506.1%
CAH vs JBHT
+17.1%
+489.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.5% |
| 7D | +8.5% | -1.6% | +10.1% | +8.6% |
| 30D | +17.0% | -2.3% | +19.3% | +17.2% |
| 3M | +14.6% | -18.5% | +33.1% | +16.1% |
| 6M | +42.5% | -11.3% | +53.8% | +43.2% |
| YTD | +33.5% | +12.6% | +20.9% | +31.4% |
| 1Y | +38.5% | +29.8% | +8.8% | +34.8% |
| 3Y | +179.0% | +28.1% | +150.9% | +168.6% |
| All | +506.1% | +17.1% | +489.0% | +465.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling