-10.0%
CLX vs JBHT
+35.7%
-45.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +7.8% | +0.5% | +7.3% | +7.7% |
| 30D | +28.5% | -0.1% | +28.6% | +28.5% |
| 3M | +1.3% | -14.0% | +15.4% | +2.8% |
| 6M | +23.4% | -5.1% | +28.5% | +23.6% |
| YTD | +11.4% | +18.0% | -6.7% | +9.0% |
| 1Y | +6.9% | +36.5% | -29.6% | +3.1% |
| All | -10.0% | +35.7% | -45.7% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling