+710.4%
JBHT vs CPAY
+1,565.5%
-855.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.1% |
| 7D | +4.9% | +2.1% | +2.8% | +4.1% |
| 30D | +0.6% | +5.5% | -5.0% | -1.4% |
| 3M | -3.2% | +16.6% | -19.8% | -8.6% |
| 6M | +17.0% | +26.7% | -9.7% | +6.6% |
| YTD | +41.7% | +38.4% | +3.3% | +24.0% |
| 1Y | +90.0% | +30.1% | +59.8% | +69.2% |
| 3Y | +47.0% | +52.6% | -5.6% | +22.3% |
| 5Y | +58.3% | +59.0% | -0.7% | +27.2% |
| 10Y | +273.9% | +148.4% | +125.5% | +149.6% |
| All | +710.4% | +1,565.5% | -855.1% | +191.6% |
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 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