-3.5%
CRM vs JBHT
+60.5%
-64.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.0% |
| 7D | -3.5% | +7.1% | -10.6% | -5.8% |
| 30D | +29.3% | +2.3% | +26.9% | +27.8% |
| 3M | +36.8% | -4.5% | +41.3% | +38.3% |
| 6M | +23.9% | +29.2% | -5.3% | +10.9% |
| YTD | -5.5% | +42.2% | -47.7% | -19.2% |
| 1Y | -0.4% | +93.7% | -94.2% | -26.2% |
| 3Y | +12.8% | +53.2% | -40.4% | -10.3% |
| 5Y | -3.5% | +62.4% | -65.9% | -26.7% |
| All | -3.5% | +60.5% | -64.0% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling