-20.3%
CRH vs JBHT
+92.4%
-112.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -4.8% | +0.6% | -5.3% | -4.9% |
| 30D | -13.1% | +0.9% | -14.0% | -13.4% |
| 3M | -12.0% | -4.4% | -7.5% | -11.4% |
| 6M | -16.9% | +24.5% | -41.4% | -21.0% |
| YTD | -29.0% | +38.6% | -67.6% | -32.6% |
| 1Y | -20.3% | +97.2% | -117.5% | -24.4% |
| All | -20.3% | +92.4% | -112.7% | -24.4% |
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 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