+42.4%
CAVA vs JBHT
+33.5%
+8.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.0% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +16.2% | -2.2% | +18.4% | +17.1% |
| 3M | -0.1% | -16.5% | +16.3% | +7.4% |
| 6M | -21.5% | -8.4% | -13.0% | -19.8% |
| YTD | +6.2% | +16.1% | -9.8% | -3.8% |
| 1Y | +28.2% | +31.9% | -3.8% | +9.2% |
| 3Y | +97.7% | +34.1% | +63.6% | +59.1% |
| All | +42.4% | +33.5% | +8.9% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling