+67.4%
CVE vs JBHT
+703.4%
-636.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.1% | -8.7% | -8.1% |
| 7D | -12.1% | +1.7% | -13.8% | -12.8% |
| 30D | -9.8% | -1.2% | -8.6% | -9.7% |
| 3M | -0.7% | -17.1% | +16.4% | +6.4% |
| 6M | -4.3% | -4.4% | +0.1% | -4.8% |
| YTD | +70.6% | +17.5% | +53.1% | +52.7% |
| 1Y | +73.2% | +32.6% | +40.6% | +46.0% |
| 3Y | +60.3% | +33.0% | +27.3% | +27.5% |
| 5Y | +159.3% | +20.3% | +139.0% | +108.2% |
| 10Y | +147.4% | +209.1% | -61.7% | +15.0% |
| All | +67.4% | +703.4% | -636.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling