+0.4%
CMS vs JBHT
+34.8%
-34.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.4% |
| 7D | +4.1% | +1.7% | +2.4% | +4.0% |
| 30D | +10.9% | -1.2% | +12.0% | +10.9% |
| 3M | -0.2% | -17.1% | +16.9% | +0.1% |
| 6M | -4.7% | -4.4% | -0.3% | -5.0% |
| YTD | +3.9% | +17.5% | -13.6% | +4.5% |
| 1Y | +0.4% | +32.6% | -32.2% | +1.3% |
| All | +0.4% | +34.8% | -34.5% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling