+3,335.1%
CVNA vs JBHT
+169.2%
+3,165.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.5% | +1.1% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | +19.7% | -2.2% | +21.8% | +21.9% |
| 3M | +7.6% | -16.5% | +24.1% | +22.2% |
| 6M | -2.2% | -8.4% | +6.3% | +1.3% |
| YTD | -9.6% | +16.1% | -25.7% | -24.9% |
| 1Y | +25.4% | +31.9% | -6.5% | -7.1% |
| 3Y | +1,152.6% | +34.1% | +1,118.5% | +747.0% |
| 5Y | +28.9% | +20.1% | +8.8% | +4.6% |
| All | +3,335.1% | +169.2% | +3,165.9% | +1,397.1% |
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