+4,963.5%
CRM vs JBHT
+1,442.2%
+3,521.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.6% |
| 7D | -6.8% | -1.6% | -5.2% | -6.1% |
| 30D | -4.9% | -2.3% | -2.6% | -4.0% |
| 3M | +14.6% | -18.5% | +33.1% | +24.5% |
| 6M | +18.4% | -11.3% | +29.7% | +22.9% |
| YTD | -18.8% | +12.6% | -31.4% | -26.2% |
| 1Y | -10.0% | +29.8% | -39.7% | -23.7% |
| 3Y | +5.0% | +28.1% | -23.1% | -14.7% |
| 5Y | -29.1% | +17.7% | -46.8% | -41.1% |
| 10Y | +192.8% | +196.1% | -3.4% | +38.4% |
| All | +4,963.5% | +1,442.2% | +3,521.3% | +941.1% |
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