+563.4%
CF vs JBHT
+194.3%
+369.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.6% | +9.7% | +7.2% |
| 7D | +0.4% | -1.4% | +1.8% | +0.7% |
| 30D | +2.2% | -3.1% | +5.3% | +2.9% |
| 3M | +2.1% | -19.5% | +21.7% | +8.1% |
| 6M | -6.5% | -9.6% | +3.0% | -5.5% |
| YTD | +55.6% | +13.3% | +42.2% | +43.3% |
| 1Y | +42.3% | +29.7% | +12.6% | +24.4% |
| 3Y | +55.7% | +28.3% | +27.4% | +29.9% |
| 5Y | +122.4% | +18.5% | +104.0% | +83.5% |
| All | +563.4% | +194.3% | +369.1% | +142.7% |
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