+199.4%
CTVA vs JBHT
+154.2%
+45.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +2.2% | -1.6% | +3.8% | +2.8% |
| 30D | -17.6% | -2.3% | -15.4% | -17.1% |
| 3M | +3.4% | -18.5% | +21.9% | +9.9% |
| 6M | -2.6% | -11.3% | +8.7% | -0.3% |
| YTD | +19.1% | +12.6% | +6.6% | +10.3% |
| 1Y | +26.8% | +29.8% | -3.0% | +10.8% |
| 3Y | +63.9% | +28.1% | +35.8% | +38.0% |
| 5Y | +75.7% | +17.7% | +58.0% | +46.8% |
| All | +199.4% | +154.2% | +45.2% | +28.7% |
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 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