+363.9%
CG vs JBHT
+272.5%
+91.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -3.1% |
| 7D | -4.3% | +4.9% | -9.2% | -6.8% |
| 30D | -5.1% | +0.6% | -5.7% | -5.6% |
| 3M | +8.7% | -3.2% | +11.9% | +9.5% |
| 6M | -9.2% | +17.0% | -26.2% | -18.2% |
| YTD | -18.9% | +41.7% | -60.5% | -34.5% |
| 1Y | -25.6% | +90.0% | -115.6% | -50.5% |
| 3Y | +57.3% | +47.0% | +10.3% | +19.8% |
| 5Y | +10.2% | +58.3% | -48.2% | -20.7% |
| All | +363.9% | +272.5% | +91.4% | +102.9% |
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