+39.6%
CDE vs JBHT
+276.8%
-237.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +2.3% | +7.1% | -4.9% | -0.7% |
| 30D | +18.8% | +2.3% | +16.5% | +17.4% |
| 3M | +23.5% | -4.5% | +28.0% | +25.2% |
| 6M | -8.6% | +29.2% | -37.9% | -19.3% |
| YTD | +16.0% | +42.2% | -26.2% | -1.2% |
| 1Y | +42.1% | +93.7% | -51.7% | +4.3% |
| 3Y | +835.9% | +53.2% | +782.7% | +644.0% |
| 5Y | +197.6% | +62.4% | +135.2% | +124.9% |
| 10Y | +39.6% | +274.7% | -235.1% | -25.1% |
| All | +39.6% | +276.8% | -237.2% | -25.1% |
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