-5.3%
CMG vs JBHT
+47.5%
-52.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.2% |
| 7D | -2.8% | +4.9% | -7.7% | -3.8% |
| 30D | +7.1% | +0.6% | +6.6% | +6.8% |
| 3M | +31.2% | -3.2% | +34.4% | +31.5% |
| 6M | +0.7% | +17.0% | -16.3% | -4.1% |
| YTD | -0.1% | +41.7% | -41.8% | -9.2% |
| 1Y | -10.7% | +90.0% | -100.7% | -24.4% |
| All | -5.3% | +47.5% | -52.8% | -19.1% |
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