+543.9%
JBHT vs CPAY
+1,720.6%
-1,176.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | -1.6% | +13.5% | -15.1% | -6.1% |
| 30D | -2.3% | +13.1% | -15.4% | -6.6% |
| 3M | -18.5% | +14.3% | -32.7% | -22.4% |
| 6M | -11.3% | +49.0% | -60.3% | -23.7% |
| YTD | +12.6% | +51.3% | -38.7% | -4.7% |
| 1Y | +29.8% | +63.7% | -34.0% | +6.7% |
| 3Y | +28.1% | +95.0% | -66.9% | -2.3% |
| 5Y | +17.7% | +86.0% | -68.3% | -10.5% |
| 10Y | +196.1% | +203.3% | -7.2% | +85.6% |
| All | +543.9% | +1,720.6% | -1,176.7% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling