-9.3%
CDW vs JBHT
+15.0%
-24.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.6% | -2.6% | -4.8% |
| 7D | -4.1% | -1.4% | -2.7% | -3.5% |
| 30D | +16.7% | -3.1% | +19.8% | +18.1% |
| 3M | +13.6% | -19.5% | +33.1% | +22.5% |
| 6M | +17.0% | -9.6% | +26.6% | +20.3% |
| YTD | +18.1% | +13.3% | +4.8% | +10.8% |
| 1Y | +10.5% | +29.7% | -19.2% | -1.7% |
| 3Y | -20.9% | +28.3% | -49.2% | -31.8% |
| 5Y | -9.3% | +18.5% | -27.8% | -24.1% |
| All | -9.3% | +15.0% | -24.3% | -24.1% |
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