+204.7%
CTVA vs JBHT
+162.7%
+42.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +0.7% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | -8.5% | -2.0% | -6.6% | -8.0% |
| 3M | +5.3% | -16.3% | +21.6% | +10.9% |
| 6M | -0.1% | -8.2% | +8.2% | +1.0% |
| YTD | +21.2% | +16.3% | +4.9% | +11.0% |
| 1Y | +27.0% | +32.2% | -5.2% | +10.4% |
| 3Y | +87.2% | +34.4% | +52.8% | +54.6% |
| 5Y | +77.9% | +20.3% | +57.5% | +47.9% |
| All | +204.7% | +162.7% | +42.0% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling