+232.4%
CRM vs JBHT
+277.7%
-45.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -8.1% | +0.6% | -8.7% | -8.3% |
| 30D | +23.1% | +0.9% | +22.1% | +22.2% |
| 3M | +42.5% | -4.4% | +47.0% | +44.1% |
| 6M | +25.3% | +24.5% | +0.8% | +13.5% |
| YTD | -7.8% | +38.6% | -46.4% | -20.6% |
| 1Y | +1.0% | +97.2% | -96.2% | -25.6% |
| 3Y | +10.0% | +49.3% | -39.3% | -11.6% |
| 5Y | -3.9% | +61.4% | -65.3% | -26.3% |
| All | +232.4% | +277.7% | -45.3% | +69.5% |
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