+4,959.4%
CRM vs JBHT
+1,507.3%
+3,452.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.1% |
| 7D | -3.9% | +0.9% | -4.9% | -4.4% |
| 30D | -6.8% | -1.1% | -5.7% | -6.5% |
| 3M | +8.3% | -14.8% | +23.1% | +15.2% |
| 6M | +17.9% | -7.4% | +25.4% | +20.0% |
| YTD | -18.9% | +17.3% | -36.2% | -27.7% |
| 1Y | -10.9% | +35.3% | -46.3% | -26.0% |
| 3Y | +1.8% | +33.9% | -32.1% | -18.9% |
| 5Y | -27.4% | +22.5% | -49.9% | -40.8% |
| 10Y | +195.5% | +181.3% | +14.1% | +44.2% |
| All | +4,959.4% | +1,507.3% | +3,452.1% | +920.2% |
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 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