+639.5%
CEG vs JBHT
+40.9%
+598.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +4.2% |
| 7D | +8.0% | +4.9% | +3.1% | +6.8% |
| 30D | +12.9% | +0.6% | +12.4% | +12.7% |
| 3M | +13.2% | -3.2% | +16.4% | +13.6% |
| 6M | -7.0% | +17.0% | -23.9% | -11.5% |
| YTD | -15.0% | +41.7% | -56.7% | -23.5% |
| 1Y | -2.7% | +90.0% | -92.7% | -20.3% |
| 3Y | +184.1% | +47.0% | +137.1% | +145.7% |
| All | +639.5% | +40.9% | +598.6% | +511.4% |
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 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