+6,646.7%
CB vs JBHT
+7,390.2%
-743.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.5% |
| 7D | +0.5% | +4.9% | -4.4% | -0.5% |
| 30D | -3.1% | +0.6% | -3.7% | -3.4% |
| 3M | +9.0% | -3.2% | +12.2% | +9.3% |
| 6M | +2.9% | +17.0% | -14.1% | -1.2% |
| YTD | +10.1% | +41.7% | -31.5% | +1.4% |
| 1Y | +22.8% | +90.0% | -67.2% | +5.2% |
| 3Y | +73.8% | +47.0% | +26.8% | +54.1% |
| 5Y | +99.2% | +58.3% | +40.9% | +71.1% |
| 10Y | +218.2% | +273.9% | -55.7% | +124.6% |
| All | +6,646.7% | +7,390.2% | -743.5% | +2,840.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling