+209,067.3%
CSCO vs JBHT
+9,131.6%
+199,935.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -6.1% | +1.7% | -7.8% | -6.5% |
| 30D | -8.2% | -1.2% | -7.0% | -8.0% |
| 3M | -14.9% | -17.1% | +2.2% | -10.8% |
| 6M | +12.3% | -4.4% | +16.7% | +12.7% |
| YTD | +36.5% | +17.5% | +19.0% | +28.9% |
| 1Y | +45.4% | +32.6% | +12.8% | +32.4% |
| 3Y | +110.0% | +33.0% | +77.0% | +85.7% |
| 5Y | +107.2% | +20.3% | +86.9% | +85.3% |
| 10Y | +358.0% | +209.1% | +149.0% | +206.0% |
| All | +209,067.3% | +9,131.6% | +199,935.6% | +49,542.2% |
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