+10,299.8%
CSX vs JBHT
+9,634.5%
+665.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 6M | +17.1% | -4.4% | +21.5% | +17.8% |
| YTD | +44.9% | +17.5% | +27.4% | +36.2% |
| 1Y | +47.1% | +32.6% | +14.5% | +32.9% |
| 3Y | +78.6% | +33.0% | +45.5% | +57.4% |
| 5Y | +57.2% | +20.3% | +36.9% | +41.4% |
| 10Y | +479.2% | +209.1% | +270.1% | +290.9% |
| All | +10,299.8% | +9,634.5% | +665.3% | +3,499.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling