-30.8%
CCL vs JBHT
+192.4%
-223.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.9% |
| 7D | +3.1% | -1.6% | +4.7% | +4.3% |
| 30D | +13.7% | -2.3% | +16.0% | +15.2% |
| 3M | +3.8% | -18.5% | +22.3% | +16.0% |
| 6M | +9.3% | -11.3% | +20.5% | +14.8% |
| YTD | -1.1% | +12.6% | -13.7% | -11.1% |
| 1Y | +14.6% | +29.8% | -15.2% | -6.0% |
| 3Y | +146.4% | +28.1% | +118.3% | +91.4% |
| 5Y | +21.9% | +17.7% | +4.2% | +0.6% |
| All | -30.8% | +192.4% | -223.2% | -63.4% |
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