+3,259.9%
CVNA vs JBHT
+228.6%
+3,031.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | -0.7% |
| 7D | +0.7% | +4.9% | -4.1% | -3.3% |
| 30D | +7.4% | +0.6% | +6.8% | +6.1% |
| 3M | +12.7% | -3.2% | +15.9% | +14.0% |
| 6M | +17.9% | +17.0% | +1.0% | +0.4% |
| YTD | -11.6% | +41.7% | -53.3% | -36.8% |
| 1Y | +0.8% | +90.0% | -89.2% | -47.4% |
| 3Y | +633.4% | +47.0% | +586.5% | +372.6% |
| 5Y | +13.5% | +58.3% | -44.8% | -25.6% |
| All | +3,259.9% | +228.6% | +3,031.3% | +1,160.8% |
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