+32.6%
JBHT vs CPAY
+59.0%
-26.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.4% |
| 7D | +1.7% | +5.7% | -4.0% | +0.5% |
| 30D | -1.2% | +4.2% | -5.4% | -2.0% |
| 3M | -17.1% | +5.6% | -22.7% | -18.0% |
| 6M | -4.4% | +34.7% | -39.1% | -10.0% |
| YTD | +17.5% | +39.1% | -21.6% | +10.6% |
| 1Y | +32.6% | +60.3% | -27.7% | +21.5% |
| All | +32.6% | +59.0% | -26.4% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling