+219.7%
CFG vs JBHT
+186.6%
+33.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | +0.7% | +0.9% | -0.2% | +0.2% |
| 30D | +2.8% | -1.1% | +3.9% | +3.3% |
| 3M | -10.1% | -14.8% | +4.7% | -2.7% |
| 6M | +3.2% | -7.4% | +10.6% | +5.4% |
| YTD | +14.2% | +17.3% | -3.1% | +0.5% |
| 1Y | +27.4% | +35.3% | -7.9% | +2.9% |
| 3Y | +187.6% | +33.9% | +153.6% | +120.2% |
| 5Y | +65.7% | +22.5% | +43.2% | +30.1% |
| 10Y | +219.7% | +181.3% | +38.3% | +26.3% |
| All | +219.7% | +186.6% | +33.1% | +26.3% |
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