+1,812.7%
CNP vs JBHT
+11,637.0%
-9,824.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.2% |
| 7D | +1.1% | +4.9% | -3.8% | +0.4% |
| 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% | -11.2% |
| YTD | +5.2% | +41.7% | -36.4% | -0.4% |
| 1Y | +8.3% | +90.0% | -81.7% | -2.2% |
| 3Y | +54.9% | +47.0% | +7.9% | +43.1% |
| 5Y | +73.5% | +58.3% | +15.2% | +57.1% |
| 10Y | +139.1% | +273.9% | -134.8% | +91.8% |
| All | +1,812.7% | +11,637.0% | -9,824.3% | +1,096.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling