+383.6%
CMG vs JBHT
+191.4%
+192.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.9% |
| 7D | +8.6% | +0.2% | +8.4% | +8.5% |
| 30D | +13.1% | -2.2% | +15.3% | +13.7% |
| 3M | +9.0% | -16.5% | +25.5% | +14.1% |
| 6M | +10.0% | -8.4% | +18.4% | +11.3% |
| YTD | -3.4% | +16.1% | -19.5% | -9.4% |
| 1Y | +16.8% | +31.9% | -15.1% | +5.4% |
| 3Y | -14.7% | +34.1% | -48.8% | -25.8% |
| 5Y | -1.5% | +20.1% | -21.6% | -12.9% |
| 10Y | +383.6% | +184.7% | +198.9% | +163.7% |
| All | +383.6% | +191.4% | +192.2% | +163.7% |
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 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