+825.2%
CCJ vs JBHT
+192.4%
+632.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | -7.3% | -1.6% | -5.7% | -6.9% |
| 30D | -20.0% | -2.3% | -17.7% | -19.5% |
| 3M | -23.8% | -18.5% | -5.4% | -19.7% |
| 6M | -42.4% | -11.3% | -31.1% | -41.2% |
| YTD | -22.1% | +12.6% | -34.6% | -26.3% |
| 1Y | -20.8% | +29.8% | -50.6% | -28.3% |
| 3Y | +75.7% | +28.1% | +47.6% | +52.9% |
| 5Y | +167.4% | +17.7% | +149.8% | +134.7% |
| All | +825.2% | +192.4% | +632.9% | +416.2% |
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