+3,231.7%
CLS vs JBHT
+3,841.7%
-610.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.4% |
| 7D | +4.6% | +4.9% | -0.3% | +2.6% |
| 30D | -13.9% | +0.6% | -14.5% | -13.8% |
| 3M | -26.6% | -3.2% | -23.4% | -25.9% |
| 6M | +15.4% | +17.0% | -1.5% | +7.3% |
| YTD | +5.7% | +41.7% | -36.0% | -9.7% |
| 1Y | +41.1% | +90.0% | -48.9% | +4.8% |
| 3Y | +1,228.6% | +47.0% | +1,181.6% | +980.7% |
| 5Y | +3,240.6% | +58.3% | +3,182.3% | +2,482.7% |
| 10Y | +2,760.3% | +273.9% | +2,486.4% | +1,389.2% |
| All | +3,231.7% | +3,841.7% | -610.0% | +428.9% |
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