+895.8%
CCI vs JBHT
+5,329.3%
-4,433.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.7% |
| 7D | -0.4% | +4.9% | -5.3% | -1.8% |
| 30D | +2.7% | +0.6% | +2.1% | +2.3% |
| 3M | -18.2% | -3.2% | -15.0% | -17.9% |
| 6M | -14.8% | +17.0% | -31.7% | -19.6% |
| YTD | -12.6% | +41.7% | -54.3% | -22.3% |
| 1Y | -16.7% | +90.0% | -106.7% | -33.1% |
| 3Y | -10.5% | +47.0% | -57.5% | -24.6% |
| 5Y | -51.4% | +58.3% | -109.7% | -60.9% |
| 10Y | +20.0% | +273.9% | -253.9% | -30.5% |
| All | +895.8% | +5,329.3% | -4,433.5% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling