+1,146.8%
CIEN vs JBHT
+182.5%
+964.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.3% | -6.9% | -5.5% |
| 7D | +15.3% | +7.0% | +8.2% | +12.2% |
| 30D | -22.0% | +0.5% | -22.5% | -22.1% |
| 3M | -36.6% | -17.4% | -19.3% | -32.0% |
| 6M | -51.5% | -1.7% | -49.7% | -52.0% |
| YTD | +20.0% | +20.7% | -0.8% | +8.6% |
| 1Y | +44.5% | +41.1% | +3.4% | +22.5% |
| 3Y | +539.0% | +38.0% | +501.0% | +426.9% |
| 5Y | +356.8% | +22.5% | +334.4% | +287.9% |
| All | +1,146.8% | +182.5% | +964.4% | +527.7% |
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