+79.8%
CL vs JBHT
+207.9%
-128.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.1% |
| 7D | +7.7% | +1.7% | +6.0% | +7.4% |
| 30D | +15.2% | -1.2% | +16.4% | +15.4% |
| 3M | +7.3% | -17.1% | +24.5% | +10.0% |
| 6M | +17.0% | -4.4% | +21.4% | +16.9% |
| YTD | +28.0% | +17.5% | +10.5% | +23.5% |
| 1Y | +32.1% | +32.6% | -0.5% | +25.0% |
| 3Y | +41.5% | +33.0% | +8.5% | +31.1% |
| 5Y | +43.9% | +20.3% | +23.6% | +33.6% |
| 10Y | +79.8% | +209.1% | -129.3% | +38.1% |
| All | +79.8% | +207.9% | -128.1% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling