-73.7%
CBRS vs JBHT
-8.4%
-65.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -3.6% | -7.5% | -9.9% |
| 7D | -29.0% | -1.4% | -27.7% | -28.6% |
| 30D | -53.9% | -3.1% | -50.8% | -53.2% |
| 3M | -61.9% | -19.5% | -42.3% | -59.7% |
| All | -73.7% | -8.4% | -65.3% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling