+5,439.0%
CL vs JBHT
+9,634.5%
-4,195.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.2% |
| 7D | +7.7% | +1.7% | +6.0% | +7.5% |
| 30D | +15.2% | -1.2% | +16.4% | +15.4% |
| 3M | +7.3% | -17.1% | +24.5% | +9.5% |
| 6M | +17.0% | -4.4% | +21.4% | +17.1% |
| YTD | +28.0% | +17.5% | +10.5% | +24.7% |
| 1Y | +32.1% | +32.6% | -0.5% | +26.8% |
| 3Y | +41.5% | +33.0% | +8.5% | +33.7% |
| 5Y | +43.9% | +20.3% | +23.6% | +36.4% |
| 10Y | +79.8% | +209.1% | -129.3% | +49.5% |
| All | +5,439.0% | +9,634.5% | -4,195.4% | +2,713.3% |
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