-21.5%
CDW vs JBHT
+28.2%
-49.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.6% | -2.6% | -4.9% |
| 7D | -4.1% | -1.4% | -2.7% | -3.6% |
| 30D | +16.7% | -3.1% | +19.8% | +18.0% |
| 3M | +13.6% | -19.5% | +33.1% | +21.8% |
| 6M | +17.0% | -9.6% | +26.6% | +20.1% |
| YTD | +18.1% | +13.3% | +4.8% | +11.5% |
| 1Y | +10.5% | +29.7% | -19.2% | -0.7% |
| All | -21.5% | +28.2% | -49.7% | -33.5% |
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