+203.4%
CVX vs JBHT
+192.4%
+11.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -9.7% | -1.6% | -8.1% | -9.3% |
| 30D | +3.6% | -2.3% | +5.9% | +4.2% |
| 3M | +13.3% | -18.5% | +31.8% | +19.7% |
| 6M | +16.9% | -11.3% | +28.2% | +19.3% |
| YTD | +43.4% | +12.6% | +30.8% | +33.6% |
| 1Y | +44.5% | +29.8% | +14.7% | +27.7% |
| 3Y | +64.0% | +28.1% | +35.9% | +39.7% |
| 5Y | +126.4% | +17.7% | +108.7% | +91.5% |
| All | +203.4% | +192.4% | +11.0% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling