-35.3%
CCI vs JBHT
+15.0%
-50.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.2% | -0.9% |
| 7D | +2.4% | -1.4% | +3.8% | +2.6% |
| 30D | +33.2% | -3.1% | +36.3% | +33.6% |
| 3M | +25.0% | -19.5% | +44.5% | +28.3% |
| 6M | +4.8% | -9.6% | +14.3% | +5.3% |
| YTD | +6.4% | +13.3% | -7.0% | +2.9% |
| 1Y | +6.5% | +29.7% | -23.2% | +0.7% |
| 3Y | +8.6% | +28.3% | -19.7% | +1.3% |
| 5Y | -35.3% | +18.5% | -53.8% | -40.5% |
| All | -35.3% | +15.0% | -50.3% | -40.5% |
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