+107.2%
CCEP vs JBHT
+58.3%
+48.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -3.5% |
| 7D | -3.1% | +4.9% | -7.9% | -3.7% |
| 30D | -2.6% | +0.6% | -3.2% | -2.8% |
| 3M | +14.9% | -3.2% | +18.1% | +15.2% |
| 6M | +2.3% | +17.0% | -14.7% | -0.6% |
| YTD | +17.8% | +41.7% | -23.8% | +11.2% |
| 1Y | +24.2% | +90.0% | -65.8% | +11.6% |
| 3Y | +84.7% | +47.0% | +37.7% | +71.3% |
| All | +107.2% | +58.3% | +48.9% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling