+1,628.1%
CLS vs JBHT
+192.4%
+1,435.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -22.2% | -1.6% | -20.6% | -21.6% |
| 30D | -44.4% | -2.3% | -42.1% | -43.9% |
| 3M | -34.3% | -18.5% | -15.8% | -29.0% |
| 6M | -50.1% | -11.3% | -38.8% | -48.5% |
| YTD | -30.1% | +12.6% | -42.6% | -35.3% |
| 1Y | -39.3% | +29.8% | -69.1% | -47.4% |
| 3Y | +732.7% | +28.1% | +704.6% | +602.9% |
| 5Y | +1,777.2% | +17.7% | +1,759.5% | +1,509.1% |
| All | +1,628.1% | +192.4% | +1,435.7% | +933.0% |
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