+863.2%
CDW vs JBHT
+337.4%
+525.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.2% |
| 7D | +3.2% | +4.9% | -1.7% | +1.0% |
| 30D | +9.3% | +0.6% | +8.7% | +8.9% |
| 3M | +9.8% | -3.2% | +13.0% | +10.9% |
| 6M | +23.3% | +17.0% | +6.4% | +14.0% |
| YTD | +13.7% | +41.7% | -28.0% | -3.5% |
| 1Y | -6.5% | +90.0% | -96.5% | -31.3% |
| 3Y | -25.2% | +47.0% | -72.2% | -40.0% |
| 5Y | -19.5% | +58.3% | -77.8% | -39.5% |
| 10Y | +285.8% | +273.9% | +11.9% | +85.3% |
| All | +863.2% | +337.4% | +525.8% | +335.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling