+64.0%
CFG vs JBHT
+15.0%
+49.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.4% | -1.6% |
| 7D | -2.2% | -1.4% | -0.8% | -1.5% |
| 30D | +0.4% | -3.1% | +3.5% | +1.6% |
| 3M | -12.6% | -19.5% | +7.0% | -4.6% |
| 6M | +0.6% | -9.6% | +10.2% | +3.5% |
| YTD | +12.4% | +13.3% | -0.9% | +3.7% |
| 1Y | +27.7% | +29.7% | -2.0% | +10.6% |
| 3Y | +172.4% | +28.3% | +144.1% | +129.3% |
| 5Y | +64.0% | +18.5% | +45.5% | +37.2% |
| All | +64.0% | +15.0% | +49.0% | +37.2% |
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