+65.3%
CME vs JBHT
+35.7%
+29.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +2.5% | +0.5% | +2.0% | +2.5% |
| 30D | +13.9% | -0.1% | +14.0% | +14.0% |
| 3M | +22.4% | -14.0% | +36.4% | +21.2% |
| 6M | +12.9% | -5.1% | +18.0% | +12.9% |
| YTD | +19.6% | +18.0% | +1.6% | +21.9% |
| 1Y | +17.7% | +36.5% | -18.8% | +21.5% |
| All | +65.3% | +35.7% | +29.6% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling