+7,312.5%
CB vs JBHT
+6,112.2%
+1,200.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.9% |
| 7D | +5.3% | +1.7% | +3.5% | +4.9% |
| 30D | +13.2% | -1.2% | +14.4% | +13.4% |
| 3M | +7.8% | -17.1% | +24.9% | +11.5% |
| 6M | +15.8% | -4.4% | +20.2% | +15.9% |
| YTD | +21.0% | +17.5% | +3.5% | +15.4% |
| 1Y | +32.2% | +32.6% | -0.4% | +22.8% |
| 3Y | +76.7% | +33.0% | +43.7% | +59.5% |
| 5Y | +110.4% | +20.3% | +90.0% | +91.2% |
| 10Y | +261.0% | +209.1% | +51.9% | +164.3% |
| All | +7,312.5% | +6,112.2% | +1,200.2% | +3,247.6% |
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