-31.2%
CCL vs JBHT
+192.4%
-223.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.4% |
| 7D | +2.6% | -1.6% | +4.2% | +3.8% |
| 30D | +13.1% | -2.3% | +15.4% | +14.6% |
| 3M | +3.3% | -18.5% | +21.7% | +15.4% |
| 6M | +8.7% | -11.3% | +20.0% | +14.2% |
| YTD | -1.6% | +12.6% | -14.2% | -11.5% |
| 1Y | +14.0% | +29.8% | -15.8% | -6.5% |
| 3Y | +145.1% | +28.1% | +117.1% | +90.4% |
| 5Y | +21.2% | +17.7% | +3.6% | +0.1% |
| All | -31.2% | +192.4% | -223.5% | -63.6% |
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