+5.6%
CDE vs JBHT
+34.8%
-29.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.1% | +7.6% | +8.3% |
| 7D | +1.1% | +1.7% | -0.6% | +0.4% |
| 30D | -14.5% | -1.2% | -13.3% | -14.2% |
| 3M | -10.1% | -17.1% | +7.1% | -3.2% |
| 6M | -16.9% | -4.4% | -12.5% | -18.8% |
| YTD | -18.1% | +17.5% | -35.6% | -27.5% |
| 1Y | +5.6% | +32.6% | -27.0% | -6.6% |
| All | +5.6% | +34.8% | -29.2% | -6.6% |
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 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