+130.8%
CNP vs JBHT
+194.3%
-63.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +0.9% | -1.7% |
| 7D | -5.3% | -1.4% | -3.9% | -5.0% |
| 30D | +3.7% | -3.1% | +6.7% | +4.4% |
| 3M | -1.1% | -19.5% | +18.5% | +4.0% |
| 6M | -7.1% | -9.6% | +2.5% | -5.9% |
| YTD | +6.0% | +13.3% | -7.3% | +0.2% |
| 1Y | +5.2% | +29.7% | -24.5% | -4.6% |
| 3Y | +57.5% | +28.3% | +29.2% | +37.6% |
| 5Y | +70.0% | +18.5% | +51.6% | +47.6% |
| All | +130.8% | +194.3% | -63.5% | +40.9% |
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 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