-6.5%
CRS vs JBHT
+31.8%
-38.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.1% | +6.6% | +8.7% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | -20.8% | -2.2% | -18.7% | -20.4% |
| 3M | -46.4% | -16.5% | -30.0% | -43.8% |
| 6M | -28.6% | -8.4% | -20.1% | -28.5% |
| YTD | -2.8% | +16.1% | -18.9% | -11.8% |
| All | -6.5% | +31.8% | -38.4% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling