+10.9%
CMG vs JBHT
+34.8%
-23.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.8% | +5.6% |
| 7D | +22.5% | +1.7% | +20.8% | +22.1% |
| 30D | +14.1% | -1.2% | +15.3% | +14.3% |
| 3M | +4.1% | -17.1% | +21.2% | +7.7% |
| 6M | +10.1% | -4.4% | +14.5% | +7.0% |
| YTD | -4.9% | +17.5% | -22.4% | -16.8% |
| 1Y | +10.9% | +32.6% | -21.7% | -10.5% |
| All | +10.9% | +34.8% | -23.9% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling