+114.4%
CBOE vs JBHT
+34.7%
+79.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.5% |
| 7D | +6.0% | +0.9% | +5.0% | +6.1% |
| 30D | +19.9% | -1.1% | +21.0% | +19.8% |
| 3M | +28.4% | -14.8% | +43.2% | +26.6% |
| 6M | +5.2% | -7.4% | +12.6% | +5.0% |
| YTD | +46.4% | +17.3% | +29.1% | +50.6% |
| 1Y | +41.8% | +35.3% | +6.5% | +48.6% |
| 3Y | +114.4% | +33.9% | +80.5% | +131.2% |
| All | +114.4% | +34.7% | +79.7% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling