+205.1%
CRM vs JBHT
+182.5%
+22.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.7% |
| 7D | +2.0% | +7.0% | -5.1% | -0.6% |
| 30D | -7.7% | +0.5% | -8.2% | -8.0% |
| 3M | +8.4% | -17.4% | +25.7% | +15.3% |
| 6M | +31.9% | -1.7% | +33.6% | +30.8% |
| YTD | -17.2% | +20.7% | -37.9% | -25.4% |
| 1Y | -8.6% | +41.1% | -49.7% | -22.9% |
| 3Y | +3.1% | +38.0% | -34.9% | -15.3% |
| 5Y | -27.6% | +22.5% | -50.1% | -38.6% |
| All | +205.1% | +182.5% | +22.6% | +79.1% |
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