+121.7%
CMS vs JBHT
+192.4%
-70.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.0% |
| 7D | -1.3% | -1.6% | +0.3% | -1.1% |
| 30D | +6.3% | -2.3% | +8.6% | +6.6% |
| 3M | -2.1% | -18.5% | +16.4% | +0.7% |
| 6M | -5.1% | -11.3% | +6.2% | -4.0% |
| YTD | +1.3% | +12.6% | -11.3% | -1.8% |
| 1Y | -1.4% | +29.8% | -31.2% | -6.8% |
| 3Y | +36.9% | +28.1% | +8.8% | +27.2% |
| 5Y | +32.5% | +17.7% | +14.9% | +22.9% |
| All | +121.7% | +192.4% | -70.7% | +91.0% |
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