+77.5%
CSGP vs JBHT
+207.9%
-130.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.7% |
| 7D | +18.3% | +1.7% | +16.6% | +17.7% |
| 30D | +17.8% | -1.2% | +19.0% | +18.4% |
| 3M | +9.3% | -17.1% | +26.4% | +15.4% |
| 6M | -7.9% | -4.4% | -3.5% | -7.7% |
| YTD | -51.5% | +17.5% | -69.0% | -55.0% |
| 1Y | -53.3% | +32.6% | -85.9% | -58.4% |
| 3Y | -57.9% | +33.0% | -90.9% | -63.7% |
| 5Y | -61.3% | +20.3% | -81.7% | -66.1% |
| 10Y | +77.5% | +209.1% | -131.5% | +15.8% |
| All | +77.5% | +207.9% | -130.3% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling