+112.0%
CF vs JBHT
+21.5%
+90.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.5% |
| 7D | -6.9% | +1.7% | -8.6% | -7.0% |
| 30D | -3.7% | -1.2% | -2.6% | -3.7% |
| 3M | -5.0% | -17.1% | +12.2% | -3.5% |
| 6M | -10.5% | -4.4% | -6.1% | -10.6% |
| YTD | +46.5% | +17.5% | +29.0% | +41.4% |
| 1Y | +34.8% | +32.6% | +2.2% | +27.5% |
| 3Y | +46.7% | +33.0% | +13.7% | +36.3% |
| 5Y | +112.0% | +20.3% | +91.7% | +90.8% |
| All | +112.0% | +21.5% | +90.5% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling