+518.2%
CEG vs JBHT
+11.9%
+506.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | -4.7% | -1.6% | -3.1% | -4.4% |
| 30D | -16.6% | -2.3% | -14.3% | -16.2% |
| 3M | -4.1% | -18.5% | +14.3% | -0.2% |
| 6M | -22.3% | -11.3% | -11.1% | -21.3% |
| YTD | -28.9% | +12.6% | -41.5% | -33.0% |
| 1Y | -28.5% | +29.8% | -58.2% | -35.2% |
| 3Y | +104.3% | +28.1% | +76.2% | +78.5% |
| All | +518.2% | +11.9% | +506.3% | +435.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling