+5.0%
CRM vs JBHT
+27.4%
-22.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.8% |
| 7D | -6.8% | -1.6% | -5.2% | -6.4% |
| 30D | -4.9% | -2.3% | -2.6% | -4.4% |
| 3M | +14.6% | -18.5% | +33.1% | +19.8% |
| 6M | +18.4% | -11.3% | +29.7% | +20.9% |
| YTD | -18.8% | +12.6% | -31.4% | -23.6% |
| 1Y | -10.0% | +29.8% | -39.7% | -19.2% |
| 3Y | +5.0% | +28.1% | -23.1% | -11.6% |
| All | +5.0% | +27.4% | -22.4% | -11.6% |
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