-22.5%
CCJ vs JBHT
+33.2%
-55.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.5% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | -17.2% | -1.1% | -16.1% | -17.1% |
| 3M | -25.1% | -14.8% | -10.3% | -23.0% |
| 6M | -37.6% | -7.4% | -30.1% | -38.4% |
| YTD | -20.4% | +17.3% | -37.7% | -29.7% |
| 1Y | -22.5% | +35.3% | -57.9% | -34.3% |
| All | -22.5% | +33.2% | -55.8% | -34.3% |
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