-21.6%
CPRT vs JBHT
+32.1%
-53.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.0% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +18.8% | -2.0% | +20.7% | +19.1% |
| 3M | +9.4% | -16.3% | +25.7% | +12.0% |
| 6M | -4.4% | -8.2% | +3.9% | -4.4% |
| YTD | -17.1% | +16.3% | -33.4% | -20.5% |
| All | -21.6% | +32.1% | -53.7% | -25.2% |
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