+1,157.5%
CDNS vs JBHT
+192.4%
+965.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | -2.4% | -1.6% | -0.8% | -1.8% |
| 30D | -10.2% | -2.3% | -7.9% | -9.5% |
| 3M | -5.5% | -18.5% | +13.0% | +0.7% |
| 6M | -9.9% | -11.3% | +1.4% | -7.5% |
| YTD | +2.3% | +12.6% | -10.2% | -5.3% |
| 1Y | -1.4% | +29.8% | -31.2% | -13.9% |
| 3Y | +28.1% | +28.1% | 0.0% | +8.4% |
| 5Y | +79.7% | +17.7% | +62.0% | +54.7% |
| All | +1,157.5% | +192.4% | +965.2% | +706.8% |
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