-9.3%
CDW vs JBHT
+17.1%
-26.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +2.1% | -1.6% | +3.7% | +2.8% |
| 30D | +14.7% | -2.3% | +17.0% | +15.8% |
| 3M | +11.1% | -18.5% | +29.6% | +19.3% |
| 6M | +45.6% | -11.3% | +56.9% | +50.9% |
| YTD | +17.1% | +12.6% | +4.5% | +10.1% |
| 1Y | +13.2% | +29.8% | -16.6% | +0.7% |
| 3Y | -22.2% | +28.1% | -50.3% | -32.9% |
| All | -9.3% | +17.1% | -26.3% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling