-37.8%
CCI vs JBHT
+20.8%
-58.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.9% |
| 30D | +10.3% | -2.0% | +12.2% | +10.5% |
| 3M | +17.9% | -16.3% | +34.2% | +20.4% |
| 6M | -0.5% | -8.2% | +7.8% | -0.1% |
| YTD | +2.7% | +16.3% | -13.6% | -1.0% |
| 1Y | +3.1% | +32.2% | -29.1% | -2.7% |
| 3Y | +8.0% | +34.4% | -26.4% | -0.3% |
| 5Y | -37.8% | +20.3% | -58.1% | -42.7% |
| All | -37.8% | +20.8% | -58.6% | -42.7% |
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 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