+284.1%
CME vs JBHT
+272.5%
+11.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.8% |
| 7D | -1.6% | +4.9% | -6.5% | -2.5% |
| 30D | +6.2% | +0.6% | +5.7% | +6.0% |
| 3M | +10.4% | -3.2% | +13.6% | +10.7% |
| 6M | -9.5% | +17.0% | -26.5% | -13.1% |
| YTD | +6.0% | +41.7% | -35.6% | -2.4% |
| 1Y | +9.3% | +90.0% | -80.7% | -6.5% |
| 3Y | +57.7% | +47.0% | +10.7% | +40.2% |
| 5Y | +77.7% | +58.3% | +19.4% | +49.2% |
| All | +284.1% | +272.5% | +11.6% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling