+32.6%
JBHT vs CPB
-18.4%
+51.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.9% | -4.8% | +0.4% |
| 7D | +1.7% | +13.0% | -11.3% | +0.4% |
| 30D | -1.2% | +20.5% | -21.7% | -3.1% |
| 3M | -17.1% | +2.2% | -19.3% | -18.0% |
| 6M | -4.4% | +15.4% | -19.8% | -6.3% |
| YTD | +17.5% | -12.3% | +29.8% | +16.8% |
| 1Y | +32.6% | -18.0% | +50.6% | +33.1% |
| All | +32.6% | -18.4% | +51.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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