-42.1%
CMCSA vs JBHT
+17.1%
-59.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | +5.0% | -1.6% | +6.6% | +5.4% |
| 30D | +16.5% | -2.3% | +18.8% | +17.0% |
| 3M | -1.6% | -18.5% | +16.9% | +2.8% |
| 6M | -5.0% | -11.3% | +6.2% | -3.1% |
| YTD | -8.3% | +12.6% | -20.8% | -11.7% |
| 1Y | +0.4% | +29.8% | -29.4% | -6.6% |
| 3Y | -31.0% | +28.1% | -59.1% | -37.3% |
| All | -42.1% | +17.1% | -59.2% | -49.1% |
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