+78.9%
CTVA vs JBHT
+21.8%
+57.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +2.4% | +0.9% | +1.5% | +2.3% |
| 30D | -8.1% | -1.1% | -7.0% | -7.9% |
| 3M | +6.3% | -14.8% | +21.1% | +9.2% |
| 6M | +0.4% | -7.4% | +7.9% | +1.0% |
| YTD | +21.8% | +17.3% | +4.5% | +15.5% |
| 1Y | +24.9% | +35.3% | -10.4% | +14.4% |
| 3Y | +92.3% | +33.9% | +58.3% | +73.0% |
| 5Y | +78.9% | +22.5% | +56.4% | +55.9% |
| All | +78.9% | +21.8% | +57.1% | +55.9% |
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