-15.9%
CG vs JBHT
+21.8%
-37.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +2.0% | +0.9% | +1.0% | +1.6% |
| 30D | +8.5% | -1.1% | +9.6% | +9.1% |
| 3M | -12.1% | -14.8% | +2.7% | -5.3% |
| 6M | -16.4% | -7.4% | -9.0% | -15.1% |
| YTD | -28.0% | +17.3% | -45.3% | -36.8% |
| 1Y | -18.9% | +35.3% | -54.2% | -34.6% |
| 3Y | +51.2% | +33.9% | +17.3% | +17.7% |
| 5Y | -15.9% | +22.5% | -38.4% | -35.0% |
| All | -15.9% | +21.8% | -37.7% | -35.0% |
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 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