+198.6%
CVX vs JBHT
+191.4%
+7.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.8% |
| 7D | -7.5% | +0.2% | -7.7% | -7.6% |
| 30D | -0.6% | -2.2% | +1.6% | -0.1% |
| 3M | +14.0% | -16.5% | +30.4% | +19.5% |
| 6M | +18.1% | -8.4% | +26.6% | +19.4% |
| YTD | +42.2% | +16.1% | +26.1% | +31.1% |
| 1Y | +41.3% | +31.9% | +9.4% | +24.3% |
| 3Y | +68.3% | +34.1% | +34.2% | +41.1% |
| 5Y | +122.0% | +20.1% | +101.9% | +86.9% |
| 10Y | +198.6% | +184.7% | +13.9% | +61.7% |
| All | +198.6% | +191.4% | +7.1% | +61.7% |
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