+162.3%
CVE vs JBHT
+272.5%
-110.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.4% |
| 7D | +2.5% | +4.9% | -2.4% | +0.4% |
| 30D | +16.7% | +0.6% | +16.2% | +16.1% |
| 3M | +9.3% | -3.2% | +12.5% | +9.9% |
| 6M | +43.6% | +17.0% | +26.6% | +32.0% |
| YTD | +93.6% | +41.7% | +51.9% | +63.2% |
| 1Y | +98.8% | +90.0% | +8.8% | +43.8% |
| 3Y | +73.6% | +47.0% | +26.6% | +36.2% |
| 5Y | +312.5% | +58.3% | +254.2% | +195.7% |
| All | +162.3% | +272.5% | -110.2% | +14.2% |
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