-34.3%
CIFR vs JBHT
+92.2%
-126.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.1% | -21.0% | -20.5% |
| 7D | -26.7% | +1.7% | -28.4% | -27.4% |
| 30D | -58.0% | -1.2% | -56.8% | -57.9% |
| 3M | -68.1% | -17.1% | -51.0% | -65.4% |
| 6M | -63.7% | -4.4% | -59.3% | -64.2% |
| YTD | -56.0% | +17.5% | -73.4% | -61.5% |
| 1Y | -71.1% | +32.6% | -103.7% | -76.4% |
| 3Y | +58.5% | +33.0% | +25.5% | +26.1% |
| 5Y | -23.6% | +20.3% | -44.0% | -37.5% |
| All | -34.3% | +92.2% | -126.6% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling