+28.1%
JBHT vs CNI
+18.4%
+9.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | +0.7% |
| 7D | -1.6% | +0.3% | -1.9% | -1.8% |
| 30D | -2.3% | +7.2% | -9.5% | -6.8% |
| 3M | -18.5% | -1.3% | -17.1% | -17.6% |
| 6M | -11.3% | +11.8% | -23.1% | -17.3% |
| YTD | +12.6% | +27.7% | -15.1% | -4.1% |
| 1Y | +29.8% | +33.5% | -3.7% | +7.2% |
| 3Y | +28.1% | +19.3% | +8.8% | +10.0% |
| All | +28.1% | +18.4% | +9.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling