+36.6%
CAVA vs JBHT
+35.8%
+0.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -3.5% | +0.5% | -4.0% | -3.7% |
| 30D | +13.8% | -0.1% | +13.9% | +13.6% |
| 3M | -1.7% | -14.0% | +12.4% | +4.4% |
| 6M | -25.2% | -5.1% | -20.2% | -24.9% |
| YTD | +1.9% | +18.0% | -16.1% | -8.4% |
| 1Y | +21.4% | +36.5% | -15.1% | +1.9% |
| 3Y | +92.5% | +34.8% | +57.7% | +55.0% |
| All | +36.6% | +35.8% | +0.8% | +4.9% |
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