+3,146.8%
CVNA vs JBHT
+162.8%
+2,984.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.6% | -3.5% | -4.2% |
| 7D | +5.5% | -1.4% | +6.9% | +7.0% |
| 30D | +12.8% | -3.1% | +15.9% | +15.8% |
| 3M | +3.7% | -19.5% | +23.3% | +21.4% |
| 6M | -4.9% | -9.6% | +4.6% | -0.7% |
| YTD | -14.6% | +13.3% | -27.9% | -27.6% |
| 1Y | +16.4% | +29.7% | -13.3% | -12.6% |
| 3Y | +1,016.5% | +28.3% | +988.2% | +686.7% |
| 5Y | +21.0% | +18.5% | +2.5% | -0.7% |
| All | +3,146.8% | +162.8% | +2,984.0% | +1,342.8% |
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