+2,336.0%
CLX vs JBHT
+11,637.0%
-9,301.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.6% |
| 7D | -9.2% | +4.9% | -14.1% | -9.7% |
| 30D | -11.0% | +0.6% | -11.6% | -11.2% |
| 3M | +5.0% | -3.2% | +8.2% | +5.2% |
| 6M | -18.8% | +17.0% | -35.8% | -20.4% |
| YTD | -4.4% | +41.7% | -46.1% | -8.3% |
| 1Y | -21.9% | +90.0% | -111.8% | -27.7% |
| 3Y | -32.8% | +47.0% | -79.7% | -36.6% |
| 5Y | -34.6% | +58.3% | -92.9% | -39.2% |
| 10Y | -4.7% | +273.9% | -278.6% | -20.8% |
| All | +2,336.0% | +11,637.0% | -9,301.0% | +1,311.7% |
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