+95.9%
CEG vs JBHT
+28.2%
+67.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -2.1% |
| 7D | -9.4% | -1.4% | -8.0% | -9.3% |
| 30D | -20.2% | -3.1% | -17.2% | -20.0% |
| 3M | -9.5% | -19.5% | +10.1% | -7.4% |
| 6M | -25.0% | -9.6% | -15.4% | -24.8% |
| YTD | -31.9% | +13.3% | -45.2% | -34.3% |
| 1Y | -33.7% | +29.7% | -63.3% | -37.4% |
| All | +95.9% | +28.2% | +67.6% | +75.4% |
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 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