-53.0%
CPNG vs JBHT
+93.0%
-146.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | -6.3% | +7.1% | -13.4% | -6.7% |
| 30D | -8.7% | +2.3% | -11.1% | -8.9% |
| 3M | -2.4% | -4.5% | +2.0% | -2.1% |
| 6M | -22.3% | +29.2% | -51.6% | -25.1% |
| YTD | -37.2% | +42.2% | -79.4% | -39.5% |
| 1Y | -53.0% | +93.7% | -146.7% | -55.0% |
| All | -53.0% | +93.0% | -146.0% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling