+7,533.9%
CCEP vs JBHT
+9,634.5%
-2,100.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.8% | +3.7% |
| 7D | +4.2% | +1.7% | +2.5% | +4.0% |
| 30D | +14.2% | -1.2% | +15.3% | +14.3% |
| 3M | +9.1% | -17.1% | +26.3% | +12.0% |
| 6M | +26.9% | -4.4% | +31.3% | +27.0% |
| YTD | +29.1% | +17.5% | +11.6% | +24.8% |
| 1Y | +36.8% | +32.6% | +4.2% | +29.7% |
| 3Y | +108.5% | +33.0% | +75.5% | +93.8% |
| 5Y | +155.8% | +20.3% | +135.5% | +139.4% |
| 10Y | +300.3% | +209.1% | +91.2% | +220.4% |
| All | +7,533.9% | +9,634.5% | -2,100.5% | +3,484.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling