+17.6%
CCI vs JBHT
+272.5%
-254.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.4% |
| 7D | -0.4% | +4.9% | -5.3% | -1.3% |
| 30D | +2.7% | +0.6% | +2.1% | +2.5% |
| 3M | -18.2% | -3.2% | -15.0% | -18.0% |
| 6M | -14.8% | +17.0% | -31.7% | -18.0% |
| YTD | -12.6% | +41.7% | -54.3% | -19.2% |
| 1Y | -16.7% | +90.0% | -106.7% | -28.1% |
| 3Y | -10.5% | +47.0% | -57.5% | -19.5% |
| 5Y | -51.4% | +58.3% | -109.7% | -58.0% |
| All | +17.6% | +272.5% | -254.9% | -21.1% |
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