+418.4%
CNQ vs JBHT
+277.7%
+140.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.7% | +0.6% | -1.2% | -0.9% |
| 30D | +6.7% | +0.9% | +5.8% | +6.1% |
| 3M | +12.8% | -4.4% | +17.2% | +13.9% |
| 6M | +13.3% | +24.5% | -11.2% | +2.9% |
| YTD | +53.1% | +38.6% | +14.5% | +32.7% |
| 1Y | +66.1% | +97.2% | -31.1% | +22.8% |
| 3Y | +75.4% | +49.3% | +26.1% | +39.8% |
| 5Y | +288.1% | +61.4% | +226.7% | +184.1% |
| All | +418.4% | +277.7% | +140.7% | +147.8% |
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