+1,384.7%
CRS vs JBHT
+272.5%
+1,112.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | 0.0% |
| 7D | -0.2% | +4.9% | -5.1% | -3.1% |
| 30D | -16.6% | +0.6% | -17.2% | -17.1% |
| 3M | -3.5% | -3.2% | -0.3% | -2.5% |
| 6M | +15.4% | +17.0% | -1.5% | +3.6% |
| YTD | +51.2% | +41.7% | +9.5% | +20.2% |
| 1Y | +98.3% | +90.0% | +8.3% | +27.5% |
| 3Y | +651.5% | +47.0% | +604.6% | +447.0% |
| 5Y | +1,411.1% | +58.3% | +1,352.8% | +891.8% |
| All | +1,384.7% | +272.5% | +1,112.2% | +418.3% |
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