+156.3%
CCJ vs JBHT
+15.0%
+141.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.6% | -1.1% | -3.9% |
| 7D | -18.2% | -1.4% | -16.8% | -17.9% |
| 30D | -26.5% | -3.1% | -23.5% | -26.0% |
| 3M | -27.5% | -19.5% | -8.0% | -24.1% |
| 6M | -40.3% | -9.6% | -30.7% | -39.7% |
| YTD | -25.3% | +13.3% | -38.6% | -28.8% |
| 1Y | -28.1% | +29.7% | -57.8% | -33.7% |
| 3Y | +63.8% | +28.3% | +35.5% | +45.4% |
| 5Y | +156.3% | +18.5% | +137.8% | +110.2% |
| All | +156.3% | +15.0% | +141.3% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling