+131.2%
CTVA vs JBHT
+166.6%
-35.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | 0.0% | -24.3% | -24.3% |
| 7D | -23.7% | +4.2% | -27.8% | -24.7% |
| 30D | -31.2% | -0.4% | -30.8% | -31.2% |
| 3M | -18.7% | -17.3% | -1.4% | -14.0% |
| 6M | -25.5% | -3.5% | -22.0% | -26.0% |
| YTD | -8.0% | +18.0% | -26.0% | -16.2% |
| 1Y | -7.0% | +35.5% | -42.5% | -19.9% |
| 3Y | +45.2% | +34.8% | +10.4% | +20.0% |
| 5Y | +32.3% | +19.7% | +12.5% | +10.8% |
| All | +131.2% | +166.6% | -35.4% | -2.2% |
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