+3,922.7%
CMG vs JBHT
+1,120.4%
+2,802.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.1% | +2.0% |
| 7D | +13.2% | -1.4% | +14.6% | +13.8% |
| 30D | +14.6% | -3.1% | +17.6% | +15.8% |
| 3M | +2.6% | -19.5% | +22.2% | +10.8% |
| 6M | +9.6% | -9.6% | +19.1% | +11.8% |
| YTD | -4.3% | +13.3% | -17.6% | -11.3% |
| 1Y | +10.7% | +29.7% | -19.0% | -2.9% |
| 3Y | -13.3% | +28.3% | -41.6% | -26.9% |
| 5Y | -1.4% | +18.5% | -19.8% | -16.3% |
| 10Y | +377.8% | +198.1% | +179.7% | +145.8% |
| All | +3,922.7% | +1,120.4% | +2,802.3% | +864.3% |
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