+292.8%
CG vs JBHT
+194.3%
+98.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.6% | -3.0% | -4.7% |
| 7D | -1.5% | -1.4% | -0.1% | -0.7% |
| 30D | +2.8% | -3.1% | +5.8% | +4.4% |
| 3M | -19.2% | -19.5% | +0.3% | -10.4% |
| 6M | -21.0% | -9.6% | -11.4% | -18.6% |
| YTD | -31.0% | +13.3% | -44.3% | -37.8% |
| 1Y | -21.1% | +29.7% | -50.8% | -34.1% |
| 3Y | +48.8% | +28.3% | +20.5% | +20.7% |
| 5Y | -21.5% | +18.5% | -40.0% | -34.5% |
| All | +292.8% | +194.3% | +98.6% | +92.0% |
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