+64.4%
CDE vs JBHT
+183.5%
-119.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +3.1% | +0.5% | +2.6% | +2.8% |
| 30D | -10.3% | -0.1% | -10.2% | -10.4% |
| 3M | -19.1% | -14.0% | -5.1% | -14.3% |
| 6M | -24.0% | -5.1% | -18.9% | -23.6% |
| YTD | -15.6% | +18.0% | -33.6% | -22.7% |
| 1Y | -1.1% | +36.5% | -37.6% | -15.1% |
| 3Y | +613.1% | +34.8% | +578.4% | +493.4% |
| 5Y | +109.3% | +21.4% | +87.8% | +78.7% |
| 10Y | +64.4% | +178.0% | -113.5% | +4.4% |
| All | +64.4% | +183.5% | -119.0% | +4.4% |
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