-61.5%
CSGP vs JBHT
+15.0%
-76.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +1.9% | -0.6% |
| 7D | +13.9% | -1.4% | +15.3% | +14.4% |
| 30D | +16.0% | -3.1% | +19.1% | +17.3% |
| 3M | +6.1% | -19.5% | +25.6% | +12.4% |
| 6M | -8.2% | -9.6% | +1.4% | -6.5% |
| YTD | -52.3% | +13.3% | -65.6% | -55.1% |
| 1Y | -54.5% | +29.7% | -84.2% | -59.1% |
| 3Y | -58.6% | +28.3% | -86.9% | -63.7% |
| 5Y | -61.5% | +18.5% | -80.0% | -67.0% |
| All | -61.5% | +15.0% | -76.5% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling