+7.2%
CLF vs JBHT
+29.0%
-21.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.6% | -8.7% | -11.3% |
| 7D | -21.0% | -1.4% | -19.6% | -20.6% |
| 30D | -8.0% | -3.1% | -4.9% | -7.4% |
| 3M | -10.9% | -19.5% | +8.6% | -6.0% |
| 6M | +5.8% | -9.6% | +15.4% | +3.1% |
| YTD | -15.1% | +13.3% | -28.4% | -28.1% |
| 1Y | +7.2% | +29.7% | -22.5% | -14.2% |
| All | +7.2% | +29.0% | -21.8% | -14.2% |
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