+362.4%
CFG vs JBHT
+318.9%
+43.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.7% |
| 7D | +1.5% | +4.9% | -3.3% | -1.3% |
| 30D | -3.8% | +0.6% | -4.4% | -4.5% |
| 3M | +11.5% | -3.2% | +14.7% | +12.6% |
| 6M | +19.2% | +17.0% | +2.2% | +6.9% |
| YTD | +23.7% | +41.7% | -18.0% | -1.1% |
| 1Y | +38.8% | +90.0% | -51.1% | -10.0% |
| 3Y | +178.9% | +47.0% | +131.9% | +106.8% |
| 5Y | +101.8% | +58.3% | +43.5% | +36.9% |
| 10Y | +317.3% | +273.9% | +43.4% | +56.5% |
| All | +362.4% | +318.9% | +43.4% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling