+28.1%
CDNS vs JBHT
+27.4%
+0.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.9% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | -10.2% | -2.3% | -7.9% | -9.7% |
| 3M | -5.5% | -18.5% | +13.0% | -1.5% |
| 6M | -9.9% | -11.3% | +1.4% | -8.5% |
| YTD | +2.3% | +12.6% | -10.2% | -3.7% |
| 1Y | -1.4% | +29.8% | -31.2% | -11.2% |
| 3Y | +28.1% | +28.1% | 0.0% | +16.3% |
| All | +28.1% | +27.4% | +0.7% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling