+5.7%
CVS vs JBHT
+17.1%
-11.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | -7.1% | -1.6% | -5.5% | -6.9% |
| 30D | -4.0% | -2.3% | -1.7% | -3.7% |
| 3M | -12.2% | -18.5% | +6.2% | -9.5% |
| 6M | -2.2% | -11.3% | +9.1% | -0.9% |
| YTD | +8.9% | +12.6% | -3.7% | +5.6% |
| 1Y | +9.9% | +29.8% | -19.9% | +3.9% |
| 3Y | +32.1% | +28.1% | +4.0% | +23.4% |
| All | +5.7% | +17.1% | -11.4% | -2.9% |
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