-43.9%
CIFR vs JBHT
+85.4%
-129.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -3.6% | -11.1% | -12.9% |
| 7D | -31.5% | -1.4% | -30.1% | -30.9% |
| 30D | -64.2% | -3.1% | -61.1% | -63.6% |
| 3M | -70.3% | -19.5% | -50.8% | -67.3% |
| 6M | -74.9% | -9.6% | -65.3% | -74.5% |
| YTD | -62.4% | +13.3% | -75.7% | -66.4% |
| 1Y | -77.5% | +29.7% | -107.2% | -81.4% |
| 3Y | +35.4% | +28.3% | +7.1% | +9.9% |
| 5Y | -37.4% | +18.5% | -55.9% | -48.1% |
| All | -43.9% | +85.4% | -129.4% | -56.9% |
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