+37.1%
CMS vs JBHT
+21.5%
+15.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +4.1% | +1.7% | +2.4% | +3.9% |
| 30D | +10.9% | -1.2% | +12.0% | +10.9% |
| 3M | -0.2% | -17.1% | +16.9% | +1.2% |
| 6M | -4.7% | -4.4% | -0.3% | -4.8% |
| YTD | +3.9% | +17.5% | -13.6% | +1.7% |
| 1Y | +0.4% | +32.6% | -32.2% | -3.0% |
| 3Y | +38.8% | +33.0% | +5.8% | +32.7% |
| 5Y | +37.1% | +20.3% | +16.8% | +28.8% |
| All | +37.1% | +21.5% | +15.6% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling