+187.4%
CEG vs JBHT
+47.5%
+139.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +4.5% |
| 7D | +8.0% | +4.9% | +3.1% | +7.3% |
| 30D | +12.9% | +0.6% | +12.4% | +12.8% |
| 3M | +13.2% | -3.2% | +16.4% | +13.4% |
| 6M | -7.0% | +17.0% | -23.9% | -9.7% |
| YTD | -15.0% | +41.7% | -56.7% | -20.2% |
| 1Y | -2.7% | +90.0% | -92.7% | -13.4% |
| All | +187.4% | +47.5% | +139.8% | +155.2% |
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 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