+294.7%
CCEP vs JBHT
+192.4%
+102.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +2.6% | -1.6% | +4.2% | +2.9% |
| 30D | +15.1% | -2.3% | +17.4% | +15.6% |
| 3M | +7.3% | -18.5% | +25.7% | +11.4% |
| 6M | +23.4% | -11.3% | +34.7% | +25.3% |
| YTD | +29.4% | +12.6% | +16.8% | +24.0% |
| 1Y | +34.2% | +29.8% | +4.5% | +24.3% |
| 3Y | +108.4% | +28.1% | +80.3% | +87.5% |
| 5Y | +147.3% | +17.7% | +129.6% | +122.9% |
| All | +294.7% | +192.4% | +102.3% | +213.0% |
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