+96.4%
CLF vs JBHT
+194.3%
-97.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.6% | -8.7% | -9.9% |
| 7D | -21.0% | -1.4% | -19.6% | -20.1% |
| 30D | -8.0% | -3.1% | -4.9% | -6.5% |
| 3M | -10.9% | -19.5% | +8.6% | +0.5% |
| 6M | +5.8% | -9.6% | +15.4% | +8.3% |
| YTD | -15.1% | +13.3% | -28.4% | -26.6% |
| 1Y | +7.2% | +29.7% | -22.5% | -15.9% |
| 3Y | -34.2% | +28.3% | -62.5% | -51.0% |
| 5Y | -49.6% | +18.5% | -68.1% | -61.3% |
| All | +96.4% | +194.3% | -97.9% | -37.0% |
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