+815.9%
CRS vs JBHT
+22.5%
+793.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -4.9% | -3.6% |
| 7D | +4.8% | +7.0% | -2.3% | +1.9% |
| 30D | -23.2% | +0.5% | -23.7% | -23.4% |
| 3M | -45.5% | -17.4% | -28.2% | -41.5% |
| 6M | -33.1% | -1.7% | -31.4% | -34.0% |
| YTD | -7.2% | +20.7% | -27.9% | -16.7% |
| 1Y | -10.0% | +41.1% | -51.1% | -24.8% |
| 3Y | +332.3% | +38.0% | +294.3% | +249.9% |
| All | +815.9% | +22.5% | +793.3% | +627.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling