+54.5%
CI vs JBHT
+15.0%
+39.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.8% |
| 7D | +1.0% | -1.4% | +2.4% | +1.2% |
| 30D | +9.9% | -3.1% | +13.0% | +10.3% |
| 3M | +12.1% | -19.5% | +31.6% | +15.1% |
| 6M | +10.6% | -9.6% | +20.2% | +11.2% |
| YTD | +11.4% | +13.3% | -1.9% | +8.0% |
| 1Y | +18.8% | +29.7% | -10.9% | +12.8% |
| 3Y | +2.9% | +28.3% | -25.4% | -3.0% |
| 5Y | +54.5% | +18.5% | +36.1% | +41.2% |
| All | +54.5% | +15.0% | +39.5% | +41.2% |
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