+11,207.6%
JBHT vs CGNX
+12,473.7%
-1,266.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.3% |
| 7D | +4.9% | +3.0% | +1.9% | +4.3% |
| 30D | +0.6% | -11.8% | +12.4% | +3.0% |
| 3M | -3.2% | -3.6% | +0.4% | -3.1% |
| 6M | +17.0% | +17.4% | -0.4% | +12.3% |
| YTD | +41.7% | +73.7% | -32.1% | +23.0% |
| 1Y | +90.0% | +41.5% | +48.5% | +71.2% |
| 3Y | +47.0% | +34.1% | +12.9% | +31.2% |
| 5Y | +58.3% | -27.3% | +85.6% | +56.7% |
| 10Y | +273.9% | +166.6% | +107.3% | +176.2% |
| All | +11,207.6% | +12,473.7% | -1,266.1% | +3,870.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling