+106.0%
CBOE vs JBHT
+47.5%
+58.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | +0.2% |
| 7D | -3.6% | +4.9% | -8.5% | -3.1% |
| 30D | +5.1% | +0.6% | +4.5% | +5.2% |
| 3M | +4.6% | -3.2% | +7.8% | +4.4% |
| 6M | -0.3% | +17.0% | -17.2% | +1.8% |
| YTD | +19.8% | +41.7% | -21.9% | +25.0% |
| 1Y | +28.4% | +90.0% | -61.6% | +39.2% |
| All | +106.0% | +47.5% | +58.4% | +122.2% |
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