+248.7%
CRH vs JBHT
+277.7%
-28.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.3% |
| 7D | -3.6% | +2.9% | -6.5% | -4.8% |
| 30D | -10.8% | +0.6% | -11.5% | -11.3% |
| 3M | -13.5% | -6.6% | -6.9% | -11.5% |
| 6M | -15.4% | +23.6% | -39.0% | -24.0% |
| YTD | -27.6% | +38.6% | -66.2% | -38.3% |
| 1Y | -18.4% | +91.5% | -109.9% | -41.1% |
| 3Y | +72.5% | +49.3% | +23.2% | +36.1% |
| 5Y | +99.2% | +62.3% | +36.8% | +46.3% |
| All | +248.7% | +277.7% | -28.9% | +65.2% |
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