-18.8%
CRCL vs JBHT
+63.2%
-82.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.9% |
| 7D | -6.3% | +0.4% | -6.7% | -6.3% |
| 30D | -20.1% | -2.0% | -18.1% | -19.8% |
| 3M | +1.3% | -16.3% | +17.6% | +3.2% |
| 6M | -40.6% | -8.2% | -32.3% | -39.7% |
| YTD | -14.8% | +16.3% | -31.1% | -17.8% |
| 1Y | -34.5% | +32.2% | -66.7% | -38.4% |
| All | -18.8% | +63.2% | -82.0% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling