+345.1%
CMI vs JBHT
+192.4%
+152.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -10.0% | -1.6% | -8.4% | -9.4% |
| 30D | -13.0% | -2.3% | -10.7% | -12.2% |
| 3M | -29.9% | -18.5% | -11.4% | -24.0% |
| 6M | -36.7% | -11.3% | -25.4% | -34.6% |
| YTD | -10.9% | +12.6% | -23.5% | -17.5% |
| 1Y | -1.3% | +29.8% | -31.1% | -14.3% |
| 3Y | +117.4% | +28.1% | +89.3% | +82.4% |
| 5Y | +112.9% | +17.7% | +95.2% | +79.7% |
| All | +345.1% | +192.4% | +152.7% | +124.3% |
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 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