+254.5%
CB vs JBHT
+194.3%
+60.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.2% |
| 7D | +2.6% | -1.4% | +4.0% | +2.9% |
| 30D | +11.2% | -3.1% | +14.3% | +12.0% |
| 3M | +5.7% | -19.5% | +25.3% | +10.9% |
| 6M | +15.9% | -9.6% | +25.5% | +17.3% |
| YTD | +20.2% | +13.3% | +6.8% | +13.9% |
| 1Y | +32.4% | +29.7% | +2.7% | +20.7% |
| 3Y | +75.5% | +28.3% | +47.2% | +54.7% |
| 5Y | +105.5% | +18.5% | +87.0% | +80.5% |
| All | +254.5% | +194.3% | +60.2% | +112.9% |
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