+385.2%
CPRT vs JBHT
+186.6%
+198.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | +4.0% | +0.9% | +3.1% | +3.6% |
| 30D | +18.2% | -1.1% | +19.3% | +18.6% |
| 3M | +9.2% | -14.8% | +24.0% | +14.8% |
| 6M | -4.8% | -7.4% | +2.6% | -3.7% |
| YTD | -17.5% | +17.3% | -34.8% | -24.3% |
| 1Y | -22.0% | +35.3% | -57.3% | -32.4% |
| 3Y | -33.7% | +33.9% | -67.7% | -44.8% |
| 5Y | -15.0% | +22.5% | -37.5% | -28.1% |
| 10Y | +385.2% | +181.3% | +203.8% | +148.2% |
| All | +385.2% | +186.6% | +198.6% | +148.2% |
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