+425.5%
CPRT vs JBHT
+272.5%
+153.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.6% |
| 7D | +2.2% | +4.9% | -2.7% | +0.4% |
| 30D | +16.6% | +0.6% | +16.1% | +16.1% |
| 3M | +9.6% | -3.2% | +12.8% | +10.2% |
| 6M | -11.1% | +17.0% | -28.1% | -17.4% |
| YTD | -13.9% | +41.7% | -55.5% | -25.7% |
| 1Y | -32.5% | +90.0% | -122.5% | -48.9% |
| 3Y | -25.0% | +47.0% | -72.0% | -38.8% |
| 5Y | -7.4% | +58.3% | -65.7% | -28.8% |
| All | +425.5% | +272.5% | +153.0% | +167.5% |
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