-2.3%
CNC vs JBHT
+34.7%
-37.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | +4.0% | +0.9% | +3.1% | +3.9% |
| 30D | +7.4% | -1.1% | +8.5% | +7.6% |
| 3M | +5.4% | -14.8% | +20.2% | +7.7% |
| 6M | +25.4% | -7.4% | +32.9% | +26.2% |
| YTD | +70.6% | +17.3% | +53.3% | +65.1% |
| 1Y | +104.9% | +35.3% | +69.6% | +94.5% |
| 3Y | -2.3% | +33.9% | -36.3% | -11.6% |
| All | -2.3% | +34.7% | -37.1% | -11.6% |
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