+3,812.5%
CMG vs JBHT
+1,112.4%
+2,700.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.5% |
| 7D | +8.0% | -1.6% | +9.6% | +8.6% |
| 30D | +11.9% | -2.3% | +14.2% | +12.7% |
| 3M | +2.1% | -18.5% | +20.6% | +9.7% |
| 6M | +5.2% | -11.3% | +16.4% | +8.1% |
| YTD | -6.9% | +12.6% | -19.5% | -13.5% |
| 1Y | +12.7% | +29.8% | -17.1% | -1.3% |
| 3Y | -16.8% | +28.1% | -44.9% | -29.9% |
| 5Y | -4.1% | +17.7% | -21.7% | -18.3% |
| 10Y | +364.7% | +196.1% | +168.6% | +139.7% |
| All | +3,812.5% | +1,112.4% | +2,700.1% | +840.4% |
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