-13.3%
CRH vs JBHT
-1.4%
-11.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.8% |
| 7D | -1.3% | +7.0% | -8.4% | -2.5% |
| 30D | +18.1% | +0.5% | +17.6% | +17.8% |
| 3M | -3.9% | -17.4% | +13.5% | -2.1% |
| 6M | -13.3% | -1.7% | -11.6% | -17.2% |
| All | -13.3% | -1.4% | -11.9% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling