-27.1%
CLX vs JBHT
+19.2%
-46.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.6% |
| 7D | +14.2% | +1.7% | +12.5% | +13.9% |
| 30D | +22.7% | -1.2% | +23.8% | +22.8% |
| 3M | -2.8% | -17.1% | +14.4% | -0.3% |
| 6M | +17.7% | -4.4% | +22.1% | +17.8% |
| YTD | +3.3% | +17.5% | -14.1% | +0.2% |
| 1Y | -5.6% | +32.6% | -38.2% | -10.2% |
| 3Y | -11.0% | +33.0% | -44.0% | -17.0% |
| All | -27.1% | +19.2% | -46.3% | -33.0% |
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