+109.0%
CTVA vs JBHT
+58.3%
+50.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.4% |
| 7D | +4.9% | +4.9% | +0.1% | +3.8% |
| 30D | +11.9% | +0.6% | +11.3% | +11.6% |
| 3M | +13.7% | -3.2% | +16.9% | +14.0% |
| 6M | +13.1% | +17.0% | -3.8% | +8.3% |
| YTD | +32.0% | +41.7% | -9.7% | +20.6% |
| 1Y | +22.1% | +90.0% | -67.9% | +3.1% |
| 3Y | +77.5% | +47.0% | +30.5% | +57.5% |
| All | +109.0% | +58.3% | +50.8% | +75.8% |
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