+271.0%
CG vs JBHT
+176.2%
+94.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -1.5% | +4.2% | -5.7% | -3.5% |
| 30D | +5.7% | -0.4% | +6.1% | +5.9% |
| 3M | -17.9% | -17.3% | -0.5% | -10.0% |
| 6M | -20.2% | -3.5% | -16.7% | -20.6% |
| YTD | -32.0% | +18.0% | -50.0% | -40.0% |
| 1Y | -27.0% | +35.5% | -62.5% | -40.4% |
| 3Y | +42.8% | +34.8% | +8.0% | +12.8% |
| 5Y | -23.4% | +19.7% | -43.2% | -36.4% |
| All | +271.0% | +176.2% | +94.8% | +93.7% |
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