+862.6%
CRS vs JBHT
+186.6%
+676.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.1% |
| 7D | +0.2% | +0.9% | -0.7% | -0.2% |
| 30D | -22.9% | -1.1% | -21.8% | -22.5% |
| 3M | -46.8% | -14.8% | -32.0% | -42.6% |
| 6M | -30.4% | -7.4% | -23.0% | -29.3% |
| YTD | -5.4% | +17.3% | -22.7% | -17.2% |
| 1Y | -9.0% | +35.3% | -44.3% | -27.2% |
| 3Y | +352.2% | +33.9% | +318.2% | +239.5% |
| 5Y | +852.2% | +22.5% | +829.7% | +630.3% |
| 10Y | +862.6% | +181.3% | +681.3% | +272.2% |
| All | +862.6% | +186.6% | +676.0% | +272.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling