+111.6%
CART vs JBHT
+28.2%
+83.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.1% | -2.0% |
| 7D | +1.2% | -1.4% | +2.6% | +1.4% |
| 30D | +27.1% | -3.1% | +30.2% | +27.5% |
| 3M | +27.4% | -19.5% | +47.0% | +30.1% |
| 6M | +32.1% | -9.6% | +41.7% | +32.6% |
| YTD | +28.5% | +13.3% | +15.2% | +24.3% |
| 1Y | +58.8% | +29.7% | +29.1% | +50.1% |
| All | +111.6% | +28.2% | +83.4% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling