+166.1%
CAKE vs JBHT
+17.1%
+149.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -5.2% | -1.6% | -3.6% | -4.5% |
| 30D | -0.2% | -2.3% | +2.1% | +0.7% |
| 3M | -0.2% | -18.5% | +18.2% | +8.1% |
| 6M | +77.5% | -11.3% | +88.7% | +83.3% |
| YTD | +114.1% | +12.6% | +101.6% | +95.9% |
| 1Y | +131.6% | +29.8% | +101.8% | +97.8% |
| 3Y | +271.4% | +28.1% | +243.3% | +207.2% |
| All | +166.1% | +17.1% | +149.0% | +116.2% |
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 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