+44.1%
CSGP vs JBHT
+272.5%
-228.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -3.3% |
| 7D | -4.1% | +4.9% | -8.9% | -5.6% |
| 30D | +2.3% | +0.6% | +1.7% | +1.9% |
| 3M | -8.2% | -3.2% | -5.0% | -7.7% |
| 6M | -35.1% | +17.0% | -52.0% | -39.0% |
| YTD | -54.0% | +41.7% | -95.7% | -59.7% |
| 1Y | -65.3% | +90.0% | -155.3% | -72.9% |
| 3Y | -62.6% | +47.0% | -109.5% | -68.6% |
| 5Y | -64.8% | +58.3% | -123.1% | -71.9% |
| All | +44.1% | +272.5% | -228.4% | -17.8% |
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