+2,421.7%
CLS vs JBHT
+3,169.2%
-747.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.1% | -10.1% | -9.5% |
| 7D | -21.1% | +1.7% | -22.8% | -21.7% |
| 30D | -38.2% | -1.2% | -37.1% | -38.1% |
| 3M | -36.3% | -17.1% | -19.2% | -31.6% |
| 6M | -43.8% | -4.4% | -39.4% | -43.8% |
| YTD | -20.0% | +17.5% | -37.5% | -26.9% |
| 1Y | -29.6% | +32.6% | -62.2% | -39.0% |
| 3Y | +821.3% | +33.0% | +788.3% | +674.2% |
| 5Y | +2,134.5% | +20.3% | +2,114.2% | +1,823.6% |
| 10Y | +1,896.7% | +209.1% | +1,687.6% | +1,013.5% |
| All | +2,421.7% | +3,169.2% | -747.5% | +328.1% |
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 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