+3,858.7%
CHRW vs JBHT
+7,581.9%
-3,723.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.2% |
| 7D | +4.9% | +1.7% | +3.2% | +4.2% |
| 30D | -4.8% | -1.2% | -3.6% | -4.2% |
| 3M | -13.1% | -17.1% | +4.0% | -7.1% |
| 6M | -16.3% | -4.4% | -12.0% | -15.1% |
| YTD | -15.8% | +17.5% | -33.3% | -20.6% |
| 1Y | -11.1% | +32.6% | -43.7% | -19.9% |
| 3Y | +75.3% | +33.0% | +42.2% | +52.1% |
| 5Y | +56.0% | +20.3% | +35.7% | +39.2% |
| 10Y | +144.9% | +209.1% | -64.1% | +51.8% |
| All | +3,858.7% | +7,581.9% | -3,723.2% | +887.1% |
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