+725.3%
CAT vs JBHT
+192.4%
+533.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -10.3% | -1.6% | -8.7% | -9.6% |
| 30D | -31.2% | -2.3% | -28.9% | -30.5% |
| 3M | -34.7% | -18.5% | -16.2% | -28.7% |
| 6M | -39.5% | -11.3% | -28.2% | -37.2% |
| YTD | -1.7% | +12.6% | -14.2% | -9.4% |
| 1Y | -1.1% | +29.8% | -30.9% | -15.1% |
| 3Y | +143.9% | +28.1% | +115.8% | +102.4% |
| 5Y | +194.8% | +17.7% | +177.1% | +145.9% |
| All | +725.3% | +192.4% | +533.0% | +261.9% |
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