+328.9%
CME vs JBHT
+192.4%
+136.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | +0.9% | -1.6% | +2.5% | +1.2% |
| 30D | +13.2% | -2.3% | +15.5% | +13.6% |
| 3M | +16.3% | -18.5% | +34.7% | +20.2% |
| 6M | +7.1% | -11.3% | +18.4% | +8.4% |
| YTD | +15.8% | +12.6% | +3.3% | +10.9% |
| 1Y | +17.1% | +29.8% | -12.7% | +8.6% |
| 3Y | +63.2% | +28.1% | +35.1% | +46.8% |
| 5Y | +70.2% | +17.7% | +52.5% | +53.1% |
| All | +328.9% | +192.4% | +136.5% | +127.9% |
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