-8.6%
CRM vs JBHT
+39.4%
-48.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.1% |
| 7D | +2.0% | +7.0% | -5.1% | +1.4% |
| 30D | -7.7% | +0.5% | -8.2% | -7.7% |
| 3M | +8.4% | -17.4% | +25.7% | +9.4% |
| 6M | +31.9% | -1.7% | +33.6% | +33.8% |
| YTD | -17.2% | +20.7% | -37.9% | -19.7% |
| 1Y | -8.6% | +41.1% | -49.7% | -15.5% |
| All | -8.6% | +39.4% | -48.0% | -15.5% |
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 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