+57.2%
CSX vs JBHT
+21.5%
+35.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | +0.1% | +1.7% | -1.6% | -0.5% |
| 30D | +9.7% | -1.2% | +10.9% | +10.2% |
| 3M | +2.3% | -17.1% | +19.4% | +9.1% |
| 6M | +17.1% | -4.4% | +21.5% | +17.6% |
| YTD | +44.9% | +17.5% | +27.4% | +33.7% |
| 1Y | +47.1% | +32.6% | +14.5% | +29.2% |
| 3Y | +78.6% | +33.0% | +45.5% | +51.8% |
| 5Y | +57.2% | +20.3% | +36.9% | +35.8% |
| All | +57.2% | +21.5% | +35.7% | +35.8% |
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 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