+4,782.9%
CVX vs JBHT
+9,288.5%
-4,505.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.3% |
| 7D | -8.0% | -1.4% | -6.6% | -7.8% |
| 30D | +2.6% | -3.1% | +5.6% | +3.0% |
| 3M | +15.2% | -19.5% | +34.8% | +18.9% |
| 6M | +12.5% | -9.6% | +22.1% | +13.6% |
| YTD | +43.6% | +13.3% | +30.3% | +39.1% |
| 1Y | +45.0% | +29.7% | +15.3% | +37.1% |
| 3Y | +63.5% | +28.3% | +35.2% | +52.6% |
| 5Y | +126.8% | +18.5% | +108.3% | +112.0% |
| 10Y | +209.8% | +198.1% | +11.7% | +150.6% |
| All | +4,782.9% | +9,288.5% | -4,505.6% | +3,062.2% |
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