+72.2%
CSX vs JBHT
+47.5%
+24.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | -0.1% |
| 7D | -3.4% | +4.9% | -8.3% | -5.0% |
| 30D | -3.1% | +0.6% | -3.7% | -3.4% |
| 3M | +7.2% | -3.2% | +10.4% | +8.0% |
| 6M | +16.2% | +17.0% | -0.8% | +9.4% |
| YTD | +37.5% | +41.7% | -4.1% | +21.4% |
| 1Y | +53.2% | +90.0% | -36.8% | +21.3% |
| All | +72.2% | +47.5% | +24.7% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling