+126.5%
CMS vs JBHT
+194.3%
-67.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +0.1% |
| 7D | +1.7% | -1.4% | +3.1% | +1.9% |
| 30D | +8.6% | -3.1% | +11.7% | +9.1% |
| 3M | -0.5% | -19.5% | +19.1% | +2.5% |
| 6M | -4.2% | -9.6% | +5.4% | -3.4% |
| YTD | +3.4% | +13.3% | -9.9% | +0.2% |
| 1Y | +0.4% | +29.7% | -29.2% | -5.0% |
| 3Y | +38.2% | +28.3% | +9.9% | +28.4% |
| 5Y | +35.4% | +18.5% | +16.9% | +25.4% |
| All | +126.5% | +194.3% | -67.8% | +95.0% |
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