+193,139.0%
CSCO vs JBHT
+8,803.5%
+184,335.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.6% | -4.1% | -6.6% |
| 7D | -11.9% | -1.4% | -10.5% | -11.5% |
| 30D | -18.8% | -3.1% | -15.8% | -18.2% |
| 3M | -21.2% | -19.5% | -1.7% | -16.7% |
| 6M | +1.9% | -9.6% | +11.5% | +4.0% |
| YTD | +26.1% | +13.3% | +12.8% | +20.4% |
| 1Y | +34.7% | +29.7% | +5.0% | +23.5% |
| 3Y | +94.0% | +28.3% | +65.7% | +73.4% |
| 5Y | +91.6% | +18.5% | +73.1% | +72.2% |
| 10Y | +323.2% | +198.1% | +125.1% | +185.8% |
| All | +193,139.0% | +8,803.5% | +184,335.4% | +46,265.0% |
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