+377.4%
CARR vs JBHT
+171.0%
+206.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -2.3% | -1.6% | -0.7% | -1.6% |
| 30D | -4.4% | -2.3% | -2.1% | -3.4% |
| 3M | -17.8% | -18.5% | +0.7% | -10.9% |
| 6M | -22.2% | -11.3% | -11.0% | -19.3% |
| YTD | +0.7% | +12.6% | -11.9% | -6.0% |
| 1Y | -5.9% | +29.8% | -35.7% | -17.6% |
| 3Y | +8.6% | +28.1% | -19.5% | -7.4% |
| 5Y | +6.7% | +17.7% | -11.0% | -7.6% |
| All | +377.4% | +171.0% | +206.4% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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