+1,767.8%
CLS vs JBHT
+15.0%
+1,752.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -3.6% | -9.5% | -11.6% |
| 7D | -27.3% | -1.4% | -25.9% | -26.8% |
| 30D | -47.0% | -3.1% | -44.0% | -46.4% |
| 3M | -43.3% | -19.5% | -23.8% | -38.4% |
| 6M | -50.8% | -9.6% | -41.2% | -49.8% |
| YTD | -30.4% | +13.3% | -43.7% | -36.1% |
| 1Y | -41.7% | +29.7% | -71.4% | -49.6% |
| 3Y | +701.4% | +28.3% | +673.1% | +570.9% |
| 5Y | +1,767.8% | +18.5% | +1,749.3% | +1,427.1% |
| All | +1,767.8% | +15.0% | +1,752.8% | +1,427.1% |
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