+69.3%
CCI vs JBHT
+182.5%
-113.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.9% |
| 7D | +2.5% | +7.0% | -4.5% | +1.2% |
| 30D | +14.4% | +0.5% | +13.9% | +14.2% |
| 3M | +21.7% | -17.4% | +39.0% | +25.5% |
| 6M | +4.0% | -1.7% | +5.7% | +3.3% |
| YTD | +6.2% | +20.7% | -14.5% | +0.8% |
| 1Y | +5.4% | +41.1% | -35.7% | -3.3% |
| 3Y | +11.7% | +38.0% | -26.3% | +0.6% |
| 5Y | -35.6% | +22.5% | -58.1% | -41.3% |
| All | +69.3% | +182.5% | -113.2% | +24.1% |
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