-6.4%
CNC vs JBHT
+22.9%
-29.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -7.3% | +0.5% | -7.7% | -7.4% |
| 30D | +5.2% | -0.1% | +5.2% | +5.2% |
| 3M | +8.6% | -14.0% | +22.7% | +11.2% |
| 6M | +25.1% | -5.1% | +30.1% | +25.4% |
| YTD | +71.3% | +18.0% | +53.2% | +64.7% |
| 1Y | +99.3% | +36.5% | +62.8% | +86.9% |
| 3Y | -1.9% | +34.8% | -36.7% | -9.5% |
| 5Y | -6.4% | +21.4% | -27.8% | -14.8% |
| All | -6.4% | +22.9% | -29.3% | -14.8% |
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