+281.5%
CIEN vs JBHT
+15.0%
+266.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.6% | -11.7% | -13.8% |
| 7D | -34.0% | -1.4% | -32.6% | -33.5% |
| 30D | -48.0% | -3.1% | -44.9% | -47.4% |
| 3M | -43.5% | -19.5% | -24.0% | -38.7% |
| 6M | -57.6% | -9.6% | -48.1% | -56.7% |
| YTD | -1.3% | +13.3% | -14.6% | -8.7% |
| 1Y | +17.9% | +29.7% | -11.8% | +3.0% |
| 3Y | +425.8% | +28.3% | +397.5% | +341.8% |
| 5Y | +281.5% | +18.5% | +263.0% | +217.3% |
| All | +281.5% | +15.0% | +266.5% | +217.3% |
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