+52.0%
CCI vs JBHT
+192.4%
-140.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -0.1% | -1.6% | +1.5% | +0.2% |
| 30D | +28.4% | -2.3% | +30.7% | +28.8% |
| 3M | +20.0% | -18.5% | +38.4% | +24.0% |
| 6M | +0.8% | -11.3% | +12.0% | +2.0% |
| YTD | +3.6% | +12.6% | -9.0% | -0.4% |
| 1Y | +6.1% | +29.8% | -23.7% | -1.0% |
| 3Y | +7.2% | +28.1% | -20.9% | -2.0% |
| 5Y | -37.0% | +17.7% | -54.7% | -42.2% |
| All | +52.0% | +192.4% | -140.3% | +26.7% |
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