-68.6%
CBRS vs JBHT
-4.6%
-64.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +19.6% | +4.2% | +15.5% | +17.9% |
| 30D | -34.4% | -0.4% | -34.0% | -34.2% |
| 3M | -62.7% | -17.3% | -45.4% | -60.9% |
| All | -68.6% | -4.6% | -64.0% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling