+303.4%
CME vs JBHT
+182.5%
+120.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.4% |
| 7D | +3.9% | +7.0% | -3.1% | +2.7% |
| 30D | +11.3% | +0.5% | +10.8% | +11.1% |
| 3M | +19.6% | -17.4% | +36.9% | +23.3% |
| 6M | +8.1% | -1.7% | +9.8% | +7.3% |
| YTD | +20.4% | +20.7% | -0.3% | +13.9% |
| 1Y | +16.5% | +41.1% | -24.6% | +6.4% |
| 3Y | +66.4% | +38.0% | +28.5% | +47.7% |
| 5Y | +74.5% | +22.5% | +52.0% | +56.9% |
| All | +303.4% | +182.5% | +120.9% | +137.3% |
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