+142.2%
CI vs JBHT
+192.0%
-49.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.2% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +4.7% | -2.0% | +6.6% | +5.2% |
| 3M | +5.2% | -16.3% | +21.5% | +10.1% |
| 6M | +3.8% | -8.2% | +12.0% | +4.7% |
| YTD | +9.2% | +16.3% | -7.1% | +1.7% |
| 1Y | +14.3% | +32.2% | -18.0% | +1.9% |
| 3Y | +8.4% | +34.4% | -25.9% | -7.6% |
| 5Y | +50.0% | +20.3% | +29.7% | +28.7% |
| 10Y | +142.2% | +185.2% | -43.0% | +40.7% |
| All | +142.2% | +192.0% | -49.8% | +40.7% |
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