-2.3%
CRM vs JBHT
+89.0%
-91.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.7% |
| 7D | -5.0% | +2.9% | -7.9% | -5.3% |
| 30D | +23.6% | +0.6% | +23.0% | +23.4% |
| 3M | +39.6% | -6.6% | +46.2% | +40.5% |
| 6M | +23.4% | +23.6% | -0.1% | +19.9% |
| YTD | -7.4% | +38.6% | -45.9% | -12.7% |
| 1Y | -2.3% | +91.5% | -93.8% | -14.8% |
| All | -2.3% | +89.0% | -91.3% | -14.8% |
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 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