+31.8%
CLX vs JBHT
+182.5%
-150.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.9% |
| 7D | +9.5% | +7.0% | +2.5% | +8.5% |
| 30D | +30.7% | +0.5% | +30.2% | +30.6% |
| 3M | +4.2% | -17.4% | +21.6% | +6.6% |
| 6M | +22.1% | -1.7% | +23.8% | +21.8% |
| YTD | +14.1% | +20.7% | -6.7% | +10.6% |
| 1Y | +10.3% | +41.1% | -30.8% | +4.8% |
| 3Y | -7.8% | +38.0% | -45.8% | -13.5% |
| 5Y | -20.8% | +22.5% | -43.3% | -25.5% |
| All | +31.8% | +182.5% | -150.7% | +11.4% |
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