+298.6%
CCEP vs JBHT
+194.3%
+104.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.8% | +2.0% |
| 7D | +5.7% | -1.4% | +7.1% | +6.0% |
| 30D | +15.3% | -3.1% | +18.4% | +16.0% |
| 3M | +8.0% | -19.5% | +27.6% | +12.5% |
| 6M | +26.7% | -9.6% | +36.3% | +28.1% |
| YTD | +30.7% | +13.3% | +17.4% | +25.0% |
| 1Y | +36.5% | +29.7% | +6.9% | +26.5% |
| 3Y | +111.1% | +28.3% | +82.8% | +90.0% |
| 5Y | +149.7% | +18.5% | +131.3% | +124.8% |
| All | +298.6% | +194.3% | +104.3% | +215.7% |
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