+8,945.0%
JBHT vs CPB
+366.5%
+8,578.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.7% |
| 7D | -1.4% | +11.6% | -13.0% | -3.7% |
| 30D | -3.1% | +23.3% | -26.4% | -7.3% |
| 3M | -19.5% | +1.6% | -21.2% | -20.2% |
| 6M | -9.6% | +13.9% | -23.5% | -12.7% |
| YTD | +13.3% | -11.7% | +25.0% | +15.1% |
| 1Y | +29.7% | -18.2% | +47.9% | +33.7% |
| 3Y | +28.3% | -35.2% | +63.5% | +37.4% |
| 5Y | +18.5% | -30.5% | +49.0% | +23.6% |
| 10Y | +198.1% | -37.1% | +235.2% | +206.9% |
| All | +8,945.0% | +366.5% | +8,578.5% | +5,661.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling