+2,236.9%
CMCSA vs JBHT
+11,637.0%
-9,400.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.2% |
| 7D | -2.1% | +4.9% | -7.0% | -3.2% |
| 30D | +7.0% | +0.6% | +6.5% | +6.7% |
| 3M | +15.1% | -3.2% | +18.3% | +15.6% |
| 6M | -15.4% | +17.0% | -32.3% | -18.8% |
| YTD | -1.9% | +41.7% | -43.6% | -10.1% |
| 1Y | -12.7% | +90.0% | -102.7% | -25.9% |
| 3Y | -31.0% | +47.0% | -78.0% | -38.8% |
| 5Y | -46.1% | +58.3% | -104.4% | -53.7% |
| 10Y | +10.8% | +273.9% | -263.1% | -23.1% |
| All | +2,236.9% | +11,637.0% | -9,400.1% | +728.1% |
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 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