+37.3%
CMS vs JBHT
+47.5%
-10.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.3% |
| 7D | +0.4% | +4.9% | -4.5% | +0.1% |
| 30D | -3.6% | +0.6% | -4.2% | -3.7% |
| 3M | -1.9% | -3.2% | +1.3% | -1.8% |
| 6M | -11.0% | +17.0% | -27.9% | -11.8% |
| YTD | +0.2% | +41.7% | -41.5% | -1.8% |
| 1Y | -1.3% | +90.0% | -91.3% | -5.0% |
| All | +37.3% | +47.5% | -10.2% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling