-22.5%
CPRT vs JBHT
+36.1%
-58.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.5% | +4.2% | -5.7% | -2.2% |
| 30D | +21.4% | -0.4% | +21.7% | +21.4% |
| 3M | +10.4% | -17.3% | +27.7% | +13.2% |
| 6M | -4.3% | -3.5% | -0.8% | -5.5% |
| YTD | -18.3% | +18.0% | -36.3% | -21.8% |
| 1Y | -22.5% | +35.5% | -58.0% | -27.2% |
| All | -22.5% | +36.1% | -58.6% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling