+441.9%
CARR vs JBHT
+241.1%
+200.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | -0.2% |
| 7D | +1.6% | +4.9% | -3.3% | -0.6% |
| 30D | -8.7% | +0.6% | -9.3% | -9.2% |
| 3M | -12.6% | -3.2% | -9.4% | -11.8% |
| 6M | -1.5% | +17.0% | -18.5% | -8.9% |
| YTD | +14.3% | +41.7% | -27.4% | -2.9% |
| 1Y | -4.6% | +90.0% | -94.6% | -29.8% |
| 3Y | +7.3% | +47.0% | -39.6% | -13.0% |
| 5Y | +11.6% | +58.3% | -46.7% | -14.6% |
| All | +441.9% | +241.1% | +200.8% | +200.5% |
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