+68.7%
CIFR vs JBHT
+27.4%
+41.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.7% | +18.6% | +18.2% |
| 7D | -10.2% | -1.6% | -8.6% | -9.5% |
| 30D | -55.0% | -2.3% | -52.8% | -54.6% |
| 3M | -64.1% | -18.5% | -45.6% | -61.1% |
| 6M | -70.1% | -11.3% | -58.9% | -69.7% |
| YTD | -55.7% | +12.6% | -68.2% | -60.4% |
| 1Y | -69.9% | +29.8% | -99.6% | -75.1% |
| 3Y | +68.7% | +28.1% | +40.6% | +21.5% |
| All | +68.7% | +27.4% | +41.3% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling