+20.2%
CLF vs JBHT
+34.8%
-14.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.3% | -9.4% |
| 7D | -7.9% | +1.7% | -9.6% | -8.3% |
| 30D | +5.2% | -1.2% | +6.4% | +5.3% |
| 3M | +4.3% | -17.1% | +21.4% | +9.3% |
| 6M | +25.3% | -4.4% | +29.7% | +19.4% |
| YTD | -3.3% | +17.5% | -20.8% | -19.2% |
| 1Y | +20.2% | +32.6% | -12.4% | -4.8% |
| All | +20.2% | +34.8% | -14.6% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling