+145.0%
CI vs JBHT
+272.5%
-127.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.1% |
| 7D | +1.3% | +4.9% | -3.6% | -0.2% |
| 30D | +4.4% | +0.6% | +3.9% | +4.0% |
| 3M | +0.7% | -3.2% | +3.9% | +1.0% |
| 6M | +0.3% | +17.0% | -16.6% | -5.7% |
| YTD | +3.8% | +41.7% | -37.8% | -8.4% |
| 1Y | -5.5% | +90.0% | -95.5% | -25.0% |
| 3Y | +8.1% | +47.0% | -38.9% | -9.1% |
| 5Y | +42.8% | +58.3% | -15.5% | +11.2% |
| All | +145.0% | +272.5% | -127.5% | +21.8% |
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