-26.7%
CLX vs JBHT
+15.0%
-41.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.1% |
| 7D | +12.4% | -1.4% | +13.8% | +12.7% |
| 30D | +21.1% | -3.1% | +24.2% | +21.6% |
| 3M | -3.3% | -19.5% | +16.2% | -0.5% |
| 6M | +18.8% | -9.6% | +28.4% | +19.9% |
| YTD | +3.9% | +13.3% | -9.4% | +1.3% |
| 1Y | -3.8% | +29.7% | -33.5% | -8.2% |
| 3Y | -10.5% | +28.3% | -38.8% | -16.1% |
| 5Y | -26.7% | +18.5% | -45.1% | -32.2% |
| All | -26.7% | +15.0% | -41.7% | -32.2% |
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