+696.9%
CLF vs JBHT
+11,637.0%
-10,940.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.7% |
| 7D | +7.6% | +4.9% | +2.7% | +5.5% |
| 30D | -1.2% | +0.6% | -1.8% | -1.6% |
| 3M | -13.4% | -3.2% | -10.2% | -12.8% |
| 6M | +15.4% | +17.0% | -1.5% | +7.4% |
| YTD | -5.9% | +41.7% | -47.5% | -18.7% |
| 1Y | +18.8% | +90.0% | -71.2% | -10.1% |
| 3Y | -19.4% | +47.0% | -66.4% | -32.7% |
| 5Y | -47.7% | +58.3% | -106.0% | -57.6% |
| 10Y | +130.4% | +273.9% | -143.5% | +41.0% |
| All | +696.9% | +11,637.0% | -10,940.1% | +162.8% |
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 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