+18.5%
CRM vs JBHT
+51.6%
-33.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.7% |
| 7D | +1.3% | +4.9% | -3.6% | 0.0% |
| 30D | +34.3% | +0.6% | +33.8% | +33.9% |
| 3M | +37.7% | -3.2% | +40.9% | +38.3% |
| 6M | +34.9% | +17.0% | +18.0% | +28.3% |
| YTD | -1.6% | +41.7% | -43.3% | -12.2% |
| 1Y | +7.1% | +90.0% | -82.8% | -13.7% |
| All | +18.5% | +51.6% | -33.0% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling