+330.8%
CME vs JBHT
+194.3%
+136.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.2% | +0.3% |
| 7D | +3.7% | -1.4% | +5.0% | +3.9% |
| 30D | +13.7% | -3.1% | +16.8% | +14.3% |
| 3M | +16.6% | -19.5% | +36.1% | +20.8% |
| 6M | +8.2% | -9.6% | +17.8% | +9.1% |
| YTD | +16.3% | +13.3% | +3.0% | +11.3% |
| 1Y | +19.1% | +29.7% | -10.6% | +10.5% |
| 3Y | +67.4% | +28.3% | +39.0% | +50.6% |
| 5Y | +71.0% | +18.5% | +52.5% | +53.6% |
| All | +330.8% | +194.3% | +136.5% | +128.6% |
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