+7,539.9%
CP vs JBHT
+11,637.0%
-4,097.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.4% |
| 7D | -2.7% | +4.9% | -7.6% | -3.9% |
| 30D | +0.2% | +0.6% | -0.4% | -0.1% |
| 3M | +2.6% | -3.2% | +5.8% | +3.2% |
| 6M | +6.0% | +17.0% | -11.0% | +1.2% |
| YTD | +24.9% | +41.7% | -16.7% | +13.3% |
| 1Y | +20.1% | +90.0% | -69.9% | -0.2% |
| 3Y | +16.4% | +47.0% | -30.6% | +2.0% |
| 5Y | +31.7% | +58.3% | -26.6% | +12.3% |
| 10Y | +223.9% | +273.9% | -50.1% | +121.4% |
| All | +7,539.9% | +11,637.0% | -4,097.1% | +2,963.5% |
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 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