+3,189.2%
CVNA vs JBHT
+172.1%
+3,017.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -5.0% |
| 7D | +2.4% | +0.9% | +1.5% | +1.8% |
| 30D | +14.6% | -1.1% | +15.7% | +15.6% |
| 3M | -1.5% | -14.8% | +13.3% | +10.0% |
| 6M | -6.3% | -7.4% | +1.1% | -3.9% |
| YTD | -13.5% | +17.3% | -30.8% | -28.8% |
| 1Y | +13.3% | +35.3% | -22.0% | -17.8% |
| 3Y | +1,150.8% | +33.9% | +1,116.8% | +748.8% |
| 5Y | +27.1% | +22.5% | +4.6% | +1.5% |
| All | +3,189.2% | +172.1% | +3,017.1% | +1,320.6% |
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