+201.5%
CAT vs JBHT
+47.5%
+153.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.6% |
| 7D | +1.7% | +4.9% | -3.2% | -0.2% |
| 30D | -6.6% | +0.6% | -7.1% | -6.8% |
| 3M | -13.3% | -3.2% | -10.1% | -12.5% |
| 6M | +11.6% | +17.0% | -5.3% | +3.9% |
| YTD | +42.9% | +41.7% | +1.3% | +23.4% |
| 1Y | +95.4% | +90.0% | +5.5% | +49.5% |
| All | +201.5% | +47.5% | +153.9% | +148.9% |
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 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