+1,061.3%
CCJ vs JBHT
+273.4%
+787.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.7% |
| 7D | +0.7% | +4.9% | -4.2% | -0.7% |
| 30D | +6.9% | +0.6% | +6.3% | +6.6% |
| 3M | -11.6% | -3.2% | -8.4% | -11.2% |
| 6M | -16.2% | +17.0% | -33.2% | -20.9% |
| YTD | +10.1% | +41.7% | -31.5% | -2.1% |
| 1Y | +32.3% | +90.0% | -57.7% | +6.1% |
| 3Y | +171.3% | +47.0% | +124.3% | +129.3% |
| 5Y | +372.4% | +58.3% | +314.1% | +279.4% |
| All | +1,061.3% | +273.4% | +787.8% | +520.7% |
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 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