+813.5%
CCJ vs JBHT
+183.5%
+630.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +3.7% | +0.5% | +3.2% | +3.6% |
| 30D | -13.7% | -0.1% | -13.6% | -13.7% |
| 3M | -24.7% | -14.0% | -10.7% | -21.8% |
| 6M | -38.1% | -5.1% | -33.1% | -38.1% |
| YTD | -18.8% | +18.0% | -36.8% | -24.2% |
| 1Y | -19.5% | +36.5% | -56.0% | -28.1% |
| 3Y | +75.9% | +34.8% | +41.1% | +50.9% |
| 5Y | +173.1% | +21.4% | +151.7% | +137.9% |
| 10Y | +813.5% | +178.0% | +635.5% | +431.9% |
| All | +813.5% | +183.5% | +630.0% | +431.9% |
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