-20.8%
CCJ vs JBHT
+29.5%
-50.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | -7.3% | -1.6% | -5.7% | -7.0% |
| 30D | -20.0% | -2.3% | -17.7% | -19.6% |
| 3M | -23.8% | -18.5% | -5.4% | -21.0% |
| 6M | -42.4% | -11.3% | -31.1% | -42.6% |
| YTD | -22.1% | +12.6% | -34.6% | -30.2% |
| 1Y | -20.8% | +29.8% | -50.6% | -31.5% |
| All | -20.8% | +29.5% | -50.4% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling