+492.8%
CEG vs JBHT
+12.7%
+480.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.7% |
| 7D | -9.4% | -1.4% | -8.0% | -9.2% |
| 30D | -20.2% | -3.1% | -17.2% | -19.8% |
| 3M | -9.5% | -19.5% | +10.1% | -5.4% |
| 6M | -25.0% | -9.6% | -15.4% | -24.4% |
| YTD | -31.9% | +13.3% | -45.2% | -35.8% |
| 1Y | -33.7% | +29.7% | -63.3% | -39.8% |
| 3Y | +108.7% | +28.3% | +80.4% | +82.4% |
| All | +492.8% | +12.7% | +480.1% | +413.1% |
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 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