+5,520.4%
CNQ vs JBHT
+8,010.7%
-2,490.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.6% |
| 7D | +2.5% | +7.0% | -4.6% | +0.4% |
| 30D | -4.0% | +0.5% | -4.5% | -4.4% |
| 3M | +5.5% | -17.4% | +22.8% | +10.9% |
| 6M | +7.5% | -1.7% | +9.2% | +6.5% |
| YTD | +51.2% | +20.7% | +30.5% | +39.2% |
| 1Y | +57.3% | +41.1% | +16.2% | +37.6% |
| 3Y | +71.0% | +38.0% | +33.0% | +45.1% |
| 5Y | +206.1% | +22.5% | +183.7% | +164.8% |
| 10Y | +416.2% | +184.3% | +231.9% | +239.5% |
| All | +5,520.4% | +8,010.7% | -2,490.3% | +2,670.0% |
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