+165.7%
CI vs JBHT
+194.3%
-28.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.2% |
| 7D | +1.0% | -1.4% | +2.4% | +1.4% |
| 30D | +9.9% | -3.1% | +13.0% | +10.8% |
| 3M | +12.1% | -19.5% | +31.6% | +18.7% |
| 6M | +10.6% | -9.6% | +20.2% | +12.0% |
| YTD | +11.4% | +13.3% | -1.9% | +4.5% |
| 1Y | +18.8% | +29.7% | -10.9% | +6.5% |
| 3Y | +2.9% | +28.3% | -25.4% | -11.0% |
| 5Y | +54.5% | +18.5% | +36.1% | +32.7% |
| All | +165.7% | +194.3% | -28.6% | +45.6% |
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