+4,850.5%
CL vs JBHT
+11,637.0%
-6,786.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.8% |
| 7D | -2.2% | +4.9% | -7.1% | -2.8% |
| 30D | -4.8% | +0.6% | -5.4% | -5.0% |
| 3M | +4.9% | -3.2% | +8.1% | +5.1% |
| 6M | -5.7% | +17.0% | -22.7% | -7.8% |
| YTD | +14.4% | +41.7% | -27.3% | +9.2% |
| 1Y | +8.7% | +90.0% | -81.2% | -0.2% |
| 3Y | +30.0% | +47.0% | -17.0% | +21.6% |
| 5Y | +28.4% | +58.3% | -29.9% | +17.8% |
| 10Y | +50.1% | +273.9% | -223.8% | +22.2% |
| All | +4,850.5% | +11,637.0% | -6,786.5% | +2,363.4% |
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