+7,476.6%
CME vs JBHT
+3,863.4%
+3,613.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +4.8% | +1.7% | +3.1% | +4.2% |
| 30D | +14.2% | -1.2% | +15.3% | +14.4% |
| 3M | +17.9% | -17.1% | +35.1% | +25.1% |
| 6M | +7.2% | -4.4% | +11.6% | +6.8% |
| YTD | +16.7% | +17.5% | -0.8% | +6.3% |
| 1Y | +19.6% | +32.6% | -13.0% | +3.6% |
| 3Y | +67.9% | +33.0% | +34.9% | +35.5% |
| 5Y | +72.4% | +20.3% | +52.1% | +39.7% |
| 10Y | +340.4% | +209.1% | +131.3% | +113.5% |
| All | +7,476.6% | +3,863.4% | +3,613.2% | +1,522.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling