+1,599.5%
CVS vs JBHT
+9,288.5%
-7,688.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.5% |
| 6M | +2.1% | -9.6% | +11.7% | +3.3% |
| YTD | +5.6% | +13.3% | -7.7% | +2.4% |
| 1Y | +6.7% | +29.7% | -23.0% | +1.0% |
| 3Y | +29.6% | +28.3% | +1.3% | +20.5% |
| 5Y | +2.5% | +18.5% | -16.0% | -4.4% |
| 10Y | +34.8% | +198.1% | -163.3% | +5.9% |
| All | +1,599.5% | +9,288.5% | -7,688.9% | +735.1% |
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