-28.2%
CIFR vs JBHT
+93.1%
-121.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.6% | +8.3% | +8.6% |
| 7D | +9.4% | +0.5% | +8.9% | +9.4% |
| 30D | -45.3% | -0.1% | -45.2% | -45.2% |
| 3M | -58.7% | -14.0% | -44.6% | -56.0% |
| 6M | -64.9% | -5.1% | -59.9% | -65.3% |
| YTD | -51.8% | +18.0% | -69.9% | -57.8% |
| 1Y | -61.9% | +36.5% | -98.4% | -69.3% |
| 3Y | +138.6% | +34.8% | +103.8% | +88.6% |
| 5Y | -13.0% | +21.4% | -34.4% | -28.9% |
| All | -28.2% | +93.1% | -121.3% | -45.9% |
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