+58.4%
CNP vs JBHT
+28.2%
+30.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +0.9% | -2.5% |
| 7D | -5.3% | -1.4% | -3.9% | -5.3% |
| 30D | +3.7% | -3.1% | +6.7% | +3.8% |
| 3M | -1.1% | -19.5% | +18.5% | -0.5% |
| 6M | -7.1% | -9.6% | +2.5% | -7.0% |
| YTD | +6.0% | +13.3% | -7.3% | +5.5% |
| 1Y | +5.2% | +29.7% | -24.5% | +4.2% |
| All | +58.4% | +28.2% | +30.2% | +48.9% |
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 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