+113.9%
CNC vs JBHT
+192.4%
-78.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.8% |
| 7D | +1.9% | -1.6% | +3.5% | +2.5% |
| 30D | +7.3% | -2.3% | +9.6% | +8.1% |
| 3M | +8.6% | -18.5% | +27.1% | +15.2% |
| 6M | +26.0% | -11.3% | +37.3% | +29.2% |
| YTD | +69.5% | +12.6% | +56.9% | +59.7% |
| 1Y | +88.0% | +29.8% | +58.2% | +68.9% |
| 3Y | -2.9% | +28.1% | -31.0% | -16.0% |
| 5Y | -6.0% | +17.7% | -23.7% | -19.1% |
| All | +113.9% | +192.4% | -78.5% | +34.8% |
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 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