+269.5%
JBHT vs CGNX
+193.6%
+75.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.2% |
| 7D | -1.2% | +3.2% | -4.4% | -2.1% |
| 30D | -2.0% | +6.0% | -8.0% | -3.7% |
| 3M | -6.3% | +3.5% | -9.8% | -8.0% |
| 6M | +29.0% | +26.3% | +2.7% | +19.2% |
| YTD | +39.9% | +79.2% | -39.3% | +13.0% |
| 1Y | +92.8% | +43.8% | +49.0% | +65.4% |
| 3Y | +51.2% | +52.0% | -0.8% | +22.2% |
| 5Y | +63.0% | -24.0% | +87.0% | +57.1% |
| All | +269.5% | +193.6% | +75.9% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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