+392.8%
CPRT vs JBHT
+192.4%
+200.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | +6.0% | -1.6% | +7.6% | +6.7% |
| 30D | +20.0% | -2.3% | +22.3% | +20.9% |
| 3M | +10.1% | -18.5% | +28.6% | +17.7% |
| 6M | -4.3% | -11.3% | +7.0% | -1.7% |
| YTD | -18.4% | +12.6% | -31.0% | -24.0% |
| 1Y | -20.1% | +29.8% | -49.8% | -29.7% |
| 3Y | -30.4% | +28.1% | -58.5% | -41.1% |
| 5Y | -17.0% | +17.7% | -34.7% | -28.7% |
| All | +392.8% | +192.4% | +200.4% | +147.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling