+18,766.1%
CAT vs JBHT
+9,634.5%
+9,131.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.3% | -5.5% |
| 7D | -17.1% | +1.7% | -18.8% | -17.5% |
| 30D | -30.1% | -1.2% | -29.0% | -29.9% |
| 3M | -32.4% | -17.1% | -15.2% | -28.9% |
| 6M | -32.1% | -4.4% | -27.7% | -31.9% |
| YTD | +4.1% | +17.5% | -13.4% | -1.7% |
| 1Y | +8.9% | +32.6% | -23.7% | -0.8% |
| 3Y | +155.5% | +33.0% | +122.4% | +128.4% |
| 5Y | +215.5% | +20.3% | +195.2% | +186.5% |
| 10Y | +788.9% | +209.1% | +579.8% | +520.3% |
| All | +18,766.1% | +9,634.5% | +9,131.7% | +6,323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling