+22.5%
JBHT vs CPB
-33.2%
+55.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +0.9% | +2.9% | -1.9% | +0.5% |
| 30D | -1.1% | +17.6% | -18.7% | -3.6% |
| 3M | -14.8% | +2.0% | -16.9% | -15.5% |
| 6M | -7.4% | +11.6% | -19.1% | -9.5% |
| YTD | +17.3% | -13.8% | +31.1% | +19.0% |
| 1Y | +35.3% | -21.6% | +56.9% | +39.4% |
| 3Y | +33.9% | -35.8% | +69.8% | +40.1% |
| 5Y | +22.5% | -33.3% | +55.8% | +21.9% |
| All | +22.5% | -33.2% | +55.7% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling