-92.3%
CDE vs JBHT
+9,226.7%
-9,319.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.9% |
| 7D | +18.1% | -1.6% | +19.7% | +18.5% |
| 30D | -6.2% | -2.3% | -4.0% | -5.9% |
| 3M | -1.2% | -18.5% | +17.3% | +2.8% |
| 6M | -17.4% | -11.3% | -6.1% | -15.8% |
| YTD | -13.1% | +12.6% | -25.7% | -15.5% |
| 1Y | +7.3% | +29.8% | -22.5% | +1.4% |
| 3Y | +522.0% | +28.1% | +493.9% | +482.0% |
| 5Y | +123.2% | +17.7% | +105.5% | +111.6% |
| 10Y | +37.9% | +196.1% | -158.2% | +10.3% |
| All | -92.3% | +9,226.7% | -9,319.0% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling