+21,220.2%
CPRT vs JBHT
+4,799.0%
+16,421.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +0.4% |
| 7D | +9.9% | -1.4% | +11.3% | +10.3% |
| 30D | +21.1% | -3.1% | +24.2% | +22.0% |
| 3M | +12.3% | -19.5% | +31.9% | +17.8% |
| 6M | -2.0% | -9.6% | +7.6% | -0.5% |
| YTD | -17.0% | +13.3% | -30.3% | -20.5% |
| 1Y | -22.5% | +29.7% | -52.2% | -28.2% |
| 3Y | -29.3% | +28.3% | -57.6% | -35.8% |
| 5Y | -15.6% | +18.5% | -34.1% | -22.5% |
| 10Y | +411.6% | +198.1% | +213.5% | +276.4% |
| All | +21,220.2% | +4,799.0% | +16,421.2% | +9,006.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling