-46.8%
CPNG vs JBHT
+39.4%
-86.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -2.9% | -0.9% |
| 7D | -6.8% | +7.0% | -13.8% | -7.4% |
| 30D | +5.5% | +0.5% | +5.0% | +5.4% |
| 3M | -6.8% | -17.4% | +10.6% | -5.4% |
| 6M | -4.8% | -1.7% | -3.1% | -7.3% |
| YTD | -35.6% | +20.7% | -56.3% | -38.3% |
| 1Y | -46.8% | +41.1% | -87.8% | -47.8% |
| All | -46.8% | +39.4% | -86.2% | -47.8% |
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