-10.0%
CRM vs JBHT
+34.8%
-44.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.1% |
| 7D | -6.2% | +1.7% | -7.9% | -6.3% |
| 30D | -1.2% | -1.2% | 0.0% | -1.1% |
| 3M | +19.1% | -17.1% | +36.3% | +20.6% |
| 6M | +23.0% | -4.4% | +27.4% | +24.8% |
| YTD | -13.7% | +17.5% | -31.2% | -16.9% |
| 1Y | -10.0% | +32.6% | -42.6% | -18.2% |
| All | -10.0% | +34.8% | -44.8% | -18.2% |
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 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