+718.0%
CAT vs JBHT
+194.3%
+523.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.6% | -2.8% | -4.7% |
| 7D | -14.5% | -1.4% | -13.1% | -13.9% |
| 30D | -35.7% | -3.1% | -32.7% | -34.8% |
| 3M | -36.3% | -19.5% | -16.7% | -30.1% |
| 6M | -38.5% | -9.6% | -29.0% | -36.8% |
| YTD | -2.5% | +13.3% | -15.8% | -10.5% |
| 1Y | -1.9% | +29.7% | -31.6% | -15.7% |
| 3Y | +139.2% | +28.3% | +110.9% | +98.4% |
| 5Y | +192.1% | +18.5% | +173.7% | +142.9% |
| All | +718.0% | +194.3% | +523.7% | +257.5% |
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 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