+204.0%
CNQ vs JBHT
+22.5%
+181.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.9% |
| 7D | +2.5% | +7.0% | -4.6% | +1.2% |
| 30D | -4.0% | +0.5% | -4.5% | -4.2% |
| 3M | +5.5% | -17.4% | +22.8% | +8.8% |
| 6M | +7.5% | -1.7% | +9.2% | +6.8% |
| YTD | +51.2% | +20.7% | +30.5% | +42.7% |
| 1Y | +57.3% | +41.1% | +16.2% | +42.8% |
| 3Y | +71.0% | +38.0% | +33.0% | +50.8% |
| All | +204.0% | +22.5% | +181.5% | +162.6% |
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