+577.4%
CF vs JBHT
+272.5%
+304.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -4.1% |
| 7D | +6.0% | +4.9% | +1.1% | +4.3% |
| 30D | +14.8% | +0.6% | +14.3% | +14.3% |
| 3M | +14.1% | -3.2% | +17.3% | +14.5% |
| 6M | +28.5% | +17.0% | +11.6% | +19.5% |
| YTD | +74.9% | +41.7% | +33.3% | +51.3% |
| 1Y | +61.7% | +90.0% | -28.3% | +23.0% |
| 3Y | +80.3% | +47.0% | +33.3% | +46.6% |
| 5Y | +226.0% | +58.3% | +167.7% | +140.7% |
| All | +577.4% | +272.5% | +304.9% | +156.0% |
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