+38.0%
JBHT vs CPAY
+101.0%
-63.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.8% |
| 7D | +7.0% | +1.6% | +5.5% | +6.5% |
| 30D | +0.5% | +17.6% | -17.1% | -5.2% |
| 3M | -17.4% | +8.7% | -26.0% | -19.9% |
| 6M | -1.7% | +39.5% | -41.3% | -13.2% |
| YTD | +20.7% | +53.6% | -32.9% | +1.3% |
| 1Y | +41.1% | +63.3% | -22.2% | +15.2% |
| 3Y | +38.0% | +101.7% | -63.7% | -2.6% |
| All | +38.0% | +101.0% | -63.0% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling