+139.8%
CNP vs JBHT
+192.0%
-52.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.4% |
| 7D | -4.3% | +0.4% | -4.8% | -4.4% |
| 30D | +5.7% | -2.0% | +7.7% | +6.2% |
| 3M | +0.9% | -16.3% | +17.2% | +5.0% |
| 6M | -1.1% | -8.2% | +7.2% | -0.1% |
| YTD | +8.3% | +16.3% | -8.0% | +1.6% |
| 1Y | +5.9% | +32.2% | -26.3% | -4.5% |
| 3Y | +64.6% | +34.4% | +30.2% | +41.6% |
| 5Y | +74.6% | +20.3% | +54.2% | +51.2% |
| 10Y | +139.8% | +185.2% | -45.4% | +40.8% |
| All | +139.8% | +192.0% | -52.2% | +40.8% |
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