+210.5%
CVX vs JBHT
+272.5%
-62.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.2% |
| 7D | +3.3% | +4.9% | -1.5% | +1.7% |
| 30D | +12.9% | +0.6% | +12.3% | +12.4% |
| 3M | +11.7% | -3.2% | +14.9% | +12.2% |
| 6M | +14.1% | +17.0% | -2.8% | +6.7% |
| YTD | +40.7% | +41.7% | -1.0% | +22.7% |
| 1Y | +37.5% | +90.0% | -52.5% | +6.4% |
| 3Y | +43.9% | +47.0% | -3.0% | +18.8% |
| 5Y | +161.5% | +58.3% | +103.2% | +99.2% |
| All | +210.5% | +272.5% | -62.0% | +50.8% |
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