+94.7%
CVE vs JBHT
+872.2%
-777.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.4% |
| 7D | +0.2% | +7.1% | -7.0% | -2.9% |
| 30D | +17.5% | +2.3% | +15.2% | +16.0% |
| 3M | +16.2% | -4.5% | +20.7% | +17.6% |
| 6M | +47.8% | +29.2% | +18.5% | +29.0% |
| YTD | +98.5% | +42.2% | +56.3% | +65.1% |
| 1Y | +109.8% | +93.7% | +16.0% | +47.0% |
| 3Y | +75.5% | +53.2% | +22.3% | +32.2% |
| 5Y | +341.6% | +62.4% | +279.2% | +208.0% |
| 10Y | +159.8% | +274.7% | -114.9% | +12.0% |
| All | +94.7% | +872.2% | -777.5% | -52.3% |
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