+74.4%
CNP vs JBHT
+58.3%
+16.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.1% |
| 7D | +1.1% | +4.9% | -3.8% | +0.6% |
| 30D | -1.8% | +0.6% | -2.4% | -2.0% |
| 3M | -4.6% | -3.2% | -1.4% | -4.4% |
| 6M | -8.8% | +17.0% | -25.8% | -10.8% |
| YTD | +5.2% | +41.7% | -36.4% | +0.6% |
| 1Y | +8.3% | +90.0% | -81.7% | -0.6% |
| 3Y | +54.9% | +47.0% | +7.9% | +46.3% |
| All | +74.4% | +58.3% | +16.2% | +56.5% |
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