+6,032.9%
CRM vs JBHT
+1,840.7%
+4,192.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -3.3% |
| 7D | +1.3% | +4.9% | -3.6% | -1.1% |
| 30D | +34.3% | +0.6% | +33.8% | +33.4% |
| 3M | +37.7% | -3.2% | +40.9% | +38.7% |
| 6M | +34.9% | +17.0% | +18.0% | +22.6% |
| YTD | -1.6% | +41.7% | -43.3% | -19.0% |
| 1Y | +7.1% | +90.0% | -82.8% | -24.8% |
| 3Y | +19.0% | +47.0% | -27.9% | -8.5% |
| 5Y | -1.3% | +58.3% | -59.6% | -28.4% |
| 10Y | +251.2% | +273.9% | -22.8% | +50.0% |
| All | +6,032.9% | +1,840.7% | +4,192.2% | +1,041.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling