+45.5%
CBOE vs JBHT
+39.4%
+6.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.8% |
| 7D | +6.3% | +7.0% | -0.8% | +6.5% |
| 30D | +24.9% | +0.5% | +24.4% | +25.0% |
| 3M | +28.5% | -17.4% | +45.8% | +27.8% |
| 6M | +2.9% | -1.7% | +4.6% | +4.1% |
| YTD | +50.7% | +20.7% | +29.9% | +53.5% |
| 1Y | +45.5% | +41.1% | +4.4% | +50.4% |
| All | +45.5% | +39.4% | +6.1% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling