+350.1%
CMG vs JBHT
+192.4%
+157.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.6% |
| 7D | +8.0% | -1.6% | +9.6% | +8.5% |
| 30D | +11.9% | -2.3% | +14.2% | +12.5% |
| 3M | +2.1% | -18.5% | +20.6% | +7.7% |
| 6M | +5.2% | -11.3% | +16.4% | +7.3% |
| YTD | -6.9% | +12.6% | -19.5% | -11.9% |
| 1Y | +12.7% | +29.8% | -17.1% | +2.1% |
| 3Y | -16.8% | +28.1% | -44.9% | -26.5% |
| 5Y | -4.1% | +17.7% | -21.7% | -14.6% |
| All | +350.1% | +192.4% | +157.7% | +149.8% |
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