+50.6%
JBHT vs CPB
-40.0%
+90.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +3.3% |
| 7D | +4.9% | -8.6% | +13.5% | +6.1% |
| 30D | +0.6% | -7.2% | +7.8% | +1.5% |
| 3M | -3.2% | +0.9% | -4.1% | -3.7% |
| 6M | +17.0% | -11.8% | +28.8% | +18.7% |
| YTD | +41.7% | -19.4% | +61.1% | +45.5% |
| 1Y | +90.0% | -30.4% | +120.4% | +100.1% |
| All | +50.6% | -40.0% | +90.6% | +61.5% |
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