+79.7%
CTVA vs JBHT
+17.1%
+62.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +2.2% | -1.6% | +3.8% | +2.6% |
| 30D | -17.6% | -2.3% | -15.4% | -17.3% |
| 3M | +3.4% | -18.5% | +21.9% | +7.2% |
| 6M | -2.6% | -11.3% | +8.7% | -1.2% |
| YTD | +19.1% | +12.6% | +6.6% | +13.9% |
| 1Y | +26.8% | +29.8% | -3.0% | +17.1% |
| 3Y | +63.9% | +28.1% | +35.8% | +48.8% |
| All | +79.7% | +17.1% | +62.7% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling