+7,791.5%
CP vs JBHT
+9,634.5%
-1,843.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.2% |
| 7D | +5.6% | +1.7% | +3.9% | +5.1% |
| 30D | +10.0% | -1.2% | +11.2% | +10.4% |
| 3M | +4.4% | -17.1% | +21.5% | +9.3% |
| 6M | +14.1% | -4.4% | +18.5% | +14.6% |
| YTD | +29.1% | +17.5% | +11.6% | +22.6% |
| 1Y | +34.6% | +32.6% | +2.0% | +23.7% |
| 3Y | +29.8% | +33.0% | -3.3% | +16.6% |
| 5Y | +28.7% | +20.3% | +8.4% | +17.6% |
| 10Y | +267.3% | +209.1% | +58.2% | +163.3% |
| All | +7,791.5% | +9,634.5% | -1,843.0% | +3,213.9% |
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