+503.6%
CMI vs JBHT
+273.4%
+230.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.5% |
| 7D | -0.7% | +4.9% | -5.6% | -2.8% |
| 30D | -13.4% | +0.6% | -14.0% | -13.8% |
| 3M | -17.0% | -3.2% | -13.8% | -16.4% |
| 6M | -1.6% | +17.0% | -18.6% | -9.5% |
| YTD | +11.0% | +41.7% | -30.7% | -6.4% |
| 1Y | +41.9% | +90.0% | -48.1% | +3.1% |
| 3Y | +151.8% | +47.0% | +104.8% | +100.3% |
| 5Y | +163.6% | +58.3% | +105.3% | +94.7% |
| All | +503.6% | +273.4% | +230.1% | +159.1% |
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 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