+1,134.9%
CAT vs JBHT
+272.5%
+862.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.4% |
| 7D | +1.7% | +4.9% | -3.2% | -0.6% |
| 30D | -6.6% | +0.6% | -7.1% | -6.9% |
| 3M | -13.3% | -3.2% | -10.1% | -12.4% |
| 6M | +11.6% | +17.0% | -5.3% | +2.4% |
| YTD | +42.9% | +41.7% | +1.3% | +19.2% |
| 1Y | +95.4% | +90.0% | +5.5% | +38.8% |
| 3Y | +196.6% | +47.0% | +149.6% | +133.2% |
| 5Y | +321.7% | +58.3% | +263.3% | +205.0% |
| All | +1,134.9% | +272.5% | +862.4% | +414.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling