+6.9%
CRBG vs JBHT
+84.7%
-77.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +3.3% |
| 7D | +6.5% | +1.1% | +5.4% | +6.4% |
| 30D | +10.0% | -2.8% | +12.8% | +10.2% |
| 3M | +35.1% | -4.8% | +39.8% | +35.4% |
| 6M | +41.1% | +15.7% | +25.4% | +36.9% |
| YTD | +17.4% | +37.8% | -20.4% | +14.3% |
| All | +6.9% | +84.7% | -77.8% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling