-99.6%
CYCU vs JBHT
+63.2%
-162.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.7% |
| 7D | +12.5% | +7.1% | +5.4% | +14.9% |
| 30D | -28.2% | +2.3% | -30.5% | -27.9% |
| 3M | -47.8% | -4.5% | -43.3% | -46.9% |
| 6M | -72.9% | +29.2% | -102.1% | -74.2% |
| YTD | -84.1% | +42.2% | -126.3% | -85.2% |
| 1Y | -91.9% | +93.7% | -185.6% | -93.4% |
| All | -99.6% | +63.2% | -162.7% | -99.4% |
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