+518.7%
CBOE vs JBHT
+182.5%
+336.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.5% |
| 7D | +6.3% | +7.0% | -0.8% | +5.5% |
| 30D | +24.9% | +0.5% | +24.4% | +24.8% |
| 3M | +28.5% | -17.4% | +45.8% | +30.8% |
| 6M | +2.9% | -1.7% | +4.6% | +2.5% |
| YTD | +50.7% | +20.7% | +29.9% | +46.0% |
| 1Y | +45.5% | +41.1% | +4.4% | +38.0% |
| 3Y | +116.3% | +38.0% | +78.3% | +101.8% |
| 5Y | +204.3% | +22.5% | +181.9% | +185.8% |
| All | +518.7% | +182.5% | +336.3% | +350.3% |
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