+618.5%
CLF vs JBHT
+9,288.5%
-8,670.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.6% | -8.7% | -10.8% |
| 7D | -21.0% | -1.4% | -19.6% | -20.5% |
| 30D | -8.0% | -3.1% | -4.9% | -7.1% |
| 3M | -10.9% | -19.5% | +8.6% | -4.2% |
| 6M | +5.8% | -9.6% | +15.4% | +8.0% |
| YTD | -15.1% | +13.3% | -28.4% | -20.8% |
| 1Y | +7.2% | +29.7% | -22.5% | -5.2% |
| 3Y | -34.2% | +28.3% | -62.5% | -42.6% |
| 5Y | -49.6% | +18.5% | -68.1% | -54.7% |
| 10Y | +109.9% | +198.1% | -88.2% | +39.0% |
| All | +618.5% | +9,288.5% | -8,670.0% | +155.8% |
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