+3,214.0%
CVNA vs JBHT
+161.1%
+3,052.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.7% | +2.6% |
| 7D | +7.7% | -1.6% | +9.3% | +9.4% |
| 30D | +17.2% | -2.3% | +19.5% | +19.5% |
| 3M | +7.7% | -18.5% | +26.1% | +24.6% |
| 6M | -5.5% | -11.3% | +5.7% | +0.2% |
| YTD | -12.8% | +12.6% | -25.4% | -25.8% |
| 1Y | +26.8% | +29.8% | -3.0% | -4.9% |
| 3Y | +1,007.0% | +28.1% | +978.9% | +680.3% |
| 5Y | +23.5% | +17.7% | +5.8% | +1.9% |
| All | +3,214.0% | +161.1% | +3,052.9% | +1,380.3% |
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