+344.2%
CIEN vs JBHT
+20.5%
+323.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.5% | +9.4% |
| 7D | -5.3% | +0.2% | -5.5% | -5.1% |
| 30D | -40.1% | -2.2% | -38.0% | -39.6% |
| 3M | -34.7% | -16.5% | -18.2% | -30.1% |
| 6M | -50.9% | -8.4% | -42.4% | -50.0% |
| YTD | +15.2% | +16.1% | -0.9% | +5.6% |
| 1Y | +35.2% | +31.9% | +3.2% | +17.4% |
| 3Y | +522.6% | +34.1% | +488.5% | +413.2% |
| 5Y | +344.2% | +20.1% | +324.1% | +267.6% |
| All | +344.2% | +20.5% | +323.7% | +267.6% |
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