-66.9%
CPNG vs JBHT
+45.9%
-112.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +13.4% | -1.6% | +15.0% | +14.0% |
| 30D | +10.0% | -2.3% | +12.3% | +10.8% |
| 3M | -0.4% | -18.5% | +18.1% | +5.6% |
| 6M | -8.9% | -11.3% | +2.3% | -7.1% |
| YTD | -30.9% | +12.6% | -43.5% | -35.8% |
| 1Y | -43.8% | +29.8% | -73.6% | -50.6% |
| 3Y | -2.5% | +28.1% | -30.5% | -17.8% |
| 5Y | -45.6% | +17.7% | -63.3% | -54.3% |
| All | -66.9% | +45.9% | -112.8% | -71.6% |
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