-30.7%
CIFR vs JBHT
+97.6%
-128.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.3% | -5.2% |
| 7D | +4.8% | +7.0% | -2.2% | +1.3% |
| 30D | -31.0% | +0.5% | -31.5% | -31.1% |
| 3M | -58.7% | -17.4% | -41.4% | -55.1% |
| 6M | -67.7% | -1.7% | -66.0% | -68.6% |
| YTD | -53.5% | +20.7% | -74.3% | -59.8% |
| 1Y | -54.1% | +41.1% | -95.1% | -63.7% |
| 3Y | +138.2% | +38.0% | +100.2% | +86.0% |
| 5Y | -18.5% | +22.5% | -41.0% | -33.9% |
| All | -30.7% | +97.6% | -128.3% | -48.4% |
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