+480.3%
CMS vs JBHT
+9,634.5%
-9,154.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +4.1% | +1.7% | +2.4% | +3.8% |
| 30D | +10.9% | -1.2% | +12.0% | +11.0% |
| 3M | -0.2% | -17.1% | +16.9% | +2.1% |
| 6M | -4.7% | -4.4% | -0.3% | -4.7% |
| YTD | +3.9% | +17.5% | -13.6% | +0.7% |
| 1Y | +0.4% | +32.6% | -32.2% | -4.4% |
| 3Y | +38.8% | +33.0% | +5.8% | +30.0% |
| 5Y | +37.1% | +20.3% | +16.8% | +28.8% |
| 10Y | +132.7% | +209.1% | -76.4% | +87.4% |
| All | +480.3% | +9,634.5% | -9,154.2% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling