+79.2%
CIFR vs JBHT
+131.8%
-52.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +0.7% |
| 7D | +16.9% | +4.9% | +12.1% | +14.3% |
| 30D | -5.2% | +0.6% | -5.8% | -5.2% |
| 3M | -30.6% | -3.2% | -27.4% | -30.1% |
| 6M | +10.6% | +17.0% | -6.4% | +0.1% |
| YTD | +20.2% | +41.7% | -21.5% | -2.6% |
| 1Y | +139.7% | +90.0% | +49.7% | +57.7% |
| 3Y | +489.4% | +47.0% | +442.4% | +355.7% |
| 5Y | +54.4% | +58.3% | -3.9% | +12.6% |
| All | +79.2% | +131.8% | -52.6% | +25.0% |
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