-33.9%
CIFR vs JBHT
+84.2%
-118.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.7% | +18.6% | +18.3% |
| 7D | -10.2% | -1.6% | -8.6% | -9.4% |
| 30D | -55.0% | -2.3% | -52.8% | -54.6% |
| 3M | -64.1% | -18.5% | -45.6% | -60.7% |
| 6M | -70.1% | -11.3% | -58.9% | -69.4% |
| YTD | -55.7% | +12.6% | -68.2% | -60.3% |
| 1Y | -69.9% | +29.8% | -99.6% | -75.1% |
| 3Y | +68.7% | +28.1% | +40.6% | +36.9% |
| 5Y | -26.2% | +17.7% | -43.9% | -38.6% |
| All | -33.9% | +84.2% | -118.1% | -49.0% |
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