+181.4%
CFG vs JBHT
+47.5%
+133.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.1% |
| 7D | +1.5% | +4.9% | -3.3% | -0.3% |
| 30D | -3.8% | +0.6% | -4.4% | -4.2% |
| 3M | +11.5% | -3.2% | +14.7% | +12.4% |
| 6M | +19.2% | +17.0% | +2.2% | +10.9% |
| YTD | +23.7% | +41.7% | -18.0% | +6.7% |
| 1Y | +38.8% | +90.0% | -51.1% | +5.3% |
| All | +181.4% | +47.5% | +133.8% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling