+78.7%
CSX vs JBHT
+33.0%
+45.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | +9.7% | -1.2% | +10.9% | +10.1% |
| 3M | +2.3% | -17.1% | +19.4% | +8.3% |
| 6M | +17.1% | -4.4% | +21.5% | +17.5% |
| YTD | +44.9% | +17.5% | +27.4% | +35.3% |
| 1Y | +47.1% | +32.6% | +14.5% | +31.8% |
| All | +78.7% | +33.0% | +45.7% | +50.9% |
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