+115.6%
CRBG vs JBHT
+65.8%
+49.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.1% |
| 7D | +0.6% | -1.2% | +1.8% | +1.0% |
| 30D | +2.6% | -2.0% | +4.6% | +3.2% |
| 3M | +24.0% | -6.3% | +30.3% | +26.0% |
| 6M | +50.5% | +29.0% | +21.5% | +35.2% |
| YTD | +17.1% | +39.9% | -22.8% | +2.0% |
| 1Y | +5.9% | +92.8% | -86.9% | -19.4% |
| 3Y | +122.7% | +51.2% | +71.6% | +81.5% |
| All | +115.6% | +65.8% | +49.8% | +62.7% |
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