+24.3%
CTVA vs JBHT
+32.1%
-7.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.6% |
| 7D | +1.6% | +0.4% | +1.2% | +1.6% |
| 30D | -8.5% | -2.0% | -6.6% | -8.4% |
| 3M | +5.3% | -16.3% | +21.6% | +6.7% |
| 6M | -0.1% | -8.2% | +8.2% | +0.1% |
| YTD | +21.2% | +16.3% | +4.9% | +17.4% |
| All | +24.3% | +32.1% | -7.8% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling