+42.2%
CAH vs JBHT
-11.5%
+53.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.5% |
| 7D | +8.5% | -1.6% | +10.1% | +8.5% |
| 30D | +17.0% | -2.3% | +19.3% | +17.2% |
| 3M | +14.3% | -18.5% | +32.8% | +14.8% |
| 6M | +42.2% | -11.3% | +53.5% | +37.2% |
| All | +42.2% | -11.5% | +53.7% | +37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling