+34.9%
JBHT vs CPB
-36.4%
+71.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.8% |
| 7D | +0.5% | -4.1% | +4.6% | +1.1% |
| 30D | -0.1% | +16.9% | -17.0% | -2.6% |
| 3M | -14.0% | -0.6% | -13.5% | -14.4% |
| 6M | -5.1% | +11.4% | -16.5% | -7.4% |
| YTD | +18.0% | -14.8% | +32.9% | +20.1% |
| 1Y | +36.5% | -24.8% | +61.3% | +42.4% |
| All | +34.9% | -36.4% | +71.3% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling