-26.9%
CIFR vs JBHT
+20.8%
-47.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +2.4% |
| 7D | -0.7% | +0.4% | -1.2% | -0.8% |
| 30D | -49.6% | -2.0% | -47.7% | -49.1% |
| 3M | -60.4% | -16.3% | -44.1% | -57.0% |
| 6M | -66.9% | -8.2% | -58.6% | -66.7% |
| YTD | -53.9% | +16.3% | -70.2% | -59.8% |
| 1Y | -67.1% | +32.2% | -99.3% | -73.5% |
| 3Y | +118.3% | +34.4% | +83.9% | +68.9% |
| 5Y | -26.9% | +20.3% | -47.2% | -42.4% |
| All | -26.9% | +20.8% | -47.6% | -42.4% |
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 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