+309.7%
CG vs JBHT
+354.6%
-44.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.0% |
| 7D | +9.4% | +1.7% | +7.7% | +8.5% |
| 30D | +8.7% | -1.2% | +9.9% | +9.2% |
| 3M | -15.0% | -17.1% | +2.2% | -7.3% |
| 6M | -13.2% | -4.4% | -8.8% | -13.2% |
| YTD | -26.2% | +17.5% | -43.6% | -34.5% |
| 1Y | -14.1% | +32.6% | -46.7% | -28.7% |
| 3Y | +59.2% | +33.0% | +26.1% | +27.5% |
| 5Y | -14.8% | +20.3% | -35.1% | -28.9% |
| 10Y | +325.9% | +209.1% | +116.8% | +108.3% |
| All | +309.7% | +354.6% | -44.8% | +80.9% |
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 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