-31.1%
CCL vs JBHT
+194.3%
-225.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.6% | -2.0% | -3.3% |
| 7D | +2.6% | -1.4% | +4.0% | +3.6% |
| 30D | +11.3% | -3.1% | +14.4% | +13.4% |
| 3M | +0.3% | -19.5% | +19.8% | +13.0% |
| 6M | +16.1% | -9.6% | +25.7% | +20.6% |
| YTD | -1.6% | +13.3% | -14.9% | -11.9% |
| 1Y | +11.8% | +29.7% | -17.9% | -8.2% |
| 3Y | +139.6% | +28.3% | +111.3% | +86.0% |
| 5Y | +21.3% | +18.5% | +2.8% | -0.2% |
| All | -31.1% | +194.3% | -225.4% | -63.7% |
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