+9,537.3%
JBHT vs CGNX
+10,001.4%
-464.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.6% |
| 7D | +7.0% | +4.7% | +2.4% | +6.0% |
| 30D | +0.5% | -12.7% | +13.2% | +3.0% |
| 3M | -17.4% | -18.7% | +1.3% | -14.4% |
| 6M | -1.7% | -21.2% | +19.5% | +1.8% |
| YTD | +20.7% | +39.6% | -18.9% | +8.9% |
| 1Y | +41.1% | +35.6% | +5.5% | +27.9% |
| 3Y | +38.0% | +44.7% | -6.7% | +20.6% |
| 5Y | +22.5% | -37.8% | +60.2% | +24.7% |
| 10Y | +184.3% | +95.1% | +89.2% | +122.2% |
| All | +9,537.3% | +10,001.4% | -464.1% | +3,414.4% |
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