-6.5%
CDW vs JBHT
+89.9%
-96.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.7% |
| 7D | +3.2% | +4.9% | -1.7% | +2.0% |
| 30D | +9.3% | +0.6% | +8.7% | +9.1% |
| 3M | +9.8% | -3.2% | +13.0% | +10.4% |
| 6M | +23.3% | +17.0% | +6.4% | +18.5% |
| YTD | +13.7% | +41.7% | -28.0% | +5.9% |
| 1Y | -6.5% | +90.0% | -96.5% | -16.4% |
| All | -6.5% | +89.9% | -96.4% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling