-47.8%
CLF vs JBHT
+58.3%
-106.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.2% |
| 7D | +7.6% | +4.9% | +2.7% | +4.7% |
| 30D | -1.2% | +0.6% | -1.8% | -1.8% |
| 3M | -13.4% | -3.2% | -10.2% | -12.7% |
| 6M | +15.4% | +17.0% | -1.5% | +3.2% |
| YTD | -5.9% | +41.7% | -47.5% | -24.8% |
| 1Y | +18.8% | +90.0% | -71.2% | -22.5% |
| 3Y | -19.4% | +47.0% | -66.4% | -39.2% |
| All | -47.8% | +58.3% | -106.0% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling