+6,581.2%
CRH vs JBHT
+9,680.3%
-3,099.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -2.6% | +0.5% | -3.0% | -2.7% |
| 30D | +18.8% | -0.1% | +18.8% | +18.8% |
| 3M | -4.6% | -14.0% | +9.5% | -1.7% |
| 6M | -13.8% | -5.1% | -8.8% | -13.4% |
| YTD | -22.0% | +18.0% | -40.0% | -25.4% |
| 1Y | -13.6% | +36.5% | -50.1% | -20.0% |
| 3Y | +69.2% | +34.8% | +34.5% | +54.8% |
| 5Y | +117.9% | +21.4% | +96.4% | +102.7% |
| 10Y | +259.0% | +178.0% | +81.0% | +181.8% |
| All | +6,581.2% | +9,680.3% | -3,099.1% | +4,202.8% |
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