+1,032.7%
CDNS vs JBHT
+272.5%
+760.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -5.0% |
| 7D | -14.0% | +4.9% | -18.9% | -15.6% |
| 30D | -13.2% | +0.6% | -13.7% | -13.5% |
| 3M | -28.9% | -3.2% | -25.7% | -28.4% |
| 6M | -4.2% | +17.0% | -21.1% | -10.9% |
| YTD | -6.4% | +41.7% | -48.0% | -19.6% |
| 1Y | -16.2% | +90.0% | -106.2% | -36.9% |
| 3Y | +20.2% | +47.0% | -26.8% | -2.0% |
| 5Y | +76.6% | +58.3% | +18.3% | +37.1% |
| All | +1,032.7% | +272.5% | +760.2% | +492.4% |
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