+2.5%
CVS vs JBHT
+15.0%
-12.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.3% |
| 7D | -10.0% | -1.4% | -8.6% | -9.8% |
| 30D | -5.2% | -3.1% | -2.2% | -4.8% |
| 3M | -17.4% | -19.5% | +2.2% | -14.6% |
| 6M | +2.1% | -9.6% | +11.7% | +3.2% |
| YTD | +5.6% | +13.3% | -7.7% | +2.3% |
| 1Y | +6.7% | +29.7% | -23.0% | +0.9% |
| 3Y | +29.6% | +28.3% | +1.3% | +21.2% |
| 5Y | +2.5% | +18.5% | -16.0% | -6.2% |
| All | +2.5% | +15.0% | -12.5% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling