+1,096.6%
CIEN vs JBHT
+192.4%
+904.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.1% | +5.7% |
| 7D | -24.1% | -1.6% | -22.5% | -23.5% |
| 30D | -45.5% | -2.3% | -43.2% | -45.0% |
| 3M | -39.7% | -18.5% | -21.3% | -34.9% |
| 6M | -57.8% | -11.3% | -46.5% | -56.5% |
| YTD | +4.1% | +12.6% | -8.5% | -3.1% |
| 1Y | +20.8% | +29.8% | -8.9% | +6.0% |
| 3Y | +463.1% | +28.1% | +435.1% | +378.2% |
| 5Y | +302.3% | +17.7% | +284.6% | +246.7% |
| All | +1,096.6% | +192.4% | +904.3% | +462.2% |
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 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