+900.7%
CRS vs JBHT
+192.4%
+708.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -1.7% | -1.6% | -0.1% | -0.7% |
| 30D | -28.8% | -2.3% | -26.5% | -28.1% |
| 3M | -50.0% | -18.5% | -31.5% | -44.7% |
| 6M | -39.2% | -11.3% | -27.9% | -36.8% |
| YTD | -11.4% | +12.6% | -24.0% | -20.7% |
| 1Y | -11.7% | +29.8% | -41.4% | -27.7% |
| 3Y | +319.6% | +28.1% | +291.6% | +222.9% |
| 5Y | +794.8% | +17.7% | +777.1% | +601.1% |
| All | +900.7% | +192.4% | +708.4% | +249.5% |
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