-69.0%
CPNG vs JBHT
+83.6%
-152.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.3% |
| 7D | -7.4% | +4.9% | -12.3% | -9.0% |
| 30D | -4.4% | +0.6% | -5.0% | -4.9% |
| 3M | -7.5% | -3.2% | -4.3% | -7.2% |
| 6M | -19.9% | +17.0% | -36.9% | -25.4% |
| YTD | -35.2% | +41.7% | -76.8% | -43.8% |
| 1Y | -46.8% | +90.0% | -136.8% | -59.3% |
| 3Y | -20.2% | +47.0% | -67.1% | -34.1% |
| 5Y | -48.4% | +58.3% | -106.7% | -60.0% |
| All | -69.0% | +83.6% | -152.5% | -75.1% |
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