+4,875.3%
CVX vs JBHT
+9,634.5%
-4,759.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.9% |
| 7D | -5.3% | +1.7% | -7.0% | -5.6% |
| 30D | +5.1% | -1.2% | +6.2% | +5.2% |
| 3M | +14.9% | -17.1% | +32.1% | +18.1% |
| 6M | +14.9% | -4.4% | +19.3% | +14.9% |
| YTD | +46.3% | +17.5% | +28.8% | +40.9% |
| 1Y | +47.0% | +32.6% | +14.4% | +38.6% |
| 3Y | +66.6% | +33.0% | +33.6% | +54.6% |
| 5Y | +133.6% | +20.3% | +113.2% | +117.8% |
| 10Y | +215.7% | +209.1% | +6.6% | +153.8% |
| All | +4,875.3% | +9,634.5% | -4,759.1% | +3,103.2% |
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