+51.5%
CART vs JBHT
+45.1%
+6.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.5% |
| 7D | +1.0% | +4.9% | -3.8% | +0.6% |
| 30D | +12.6% | +0.6% | +12.0% | +12.5% |
| 3M | +23.1% | -3.2% | +26.3% | +23.3% |
| 6M | +39.5% | +17.0% | +22.6% | +36.6% |
| YTD | +13.5% | +41.7% | -28.1% | +8.2% |
| 1Y | +14.9% | +90.0% | -75.1% | +4.4% |
| All | +51.5% | +45.1% | +6.4% | +35.4% |
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