+93.7%
JBHT vs CPAY
+28.8%
+65.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.7% |
| 7D | +7.1% | +0.6% | +6.6% | +7.0% |
| 30D | +2.3% | +3.6% | -1.3% | +1.8% |
| 3M | -4.5% | +16.6% | -21.1% | -6.6% |
| 6M | +29.2% | +29.5% | -0.2% | +24.3% |
| YTD | +42.2% | +35.3% | +6.9% | +38.1% |
| 1Y | +93.7% | +30.6% | +63.1% | +99.5% |
| All | +93.7% | +28.8% | +65.0% | +99.5% |
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