+10,197.9%
CRS vs JBHT
+11,637.0%
-1,439.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.7% |
| 7D | -0.2% | +4.9% | -5.1% | -1.9% |
| 30D | -16.6% | +0.6% | -17.2% | -16.9% |
| 3M | -3.5% | -3.2% | -0.3% | -2.8% |
| 6M | +15.4% | +17.0% | -1.5% | +9.0% |
| YTD | +51.2% | +41.7% | +9.5% | +33.6% |
| 1Y | +98.3% | +90.0% | +8.3% | +56.4% |
| 3Y | +651.5% | +47.0% | +604.6% | +537.1% |
| 5Y | +1,411.1% | +58.3% | +1,352.8% | +1,142.3% |
| 10Y | +1,424.3% | +273.9% | +1,150.4% | +879.1% |
| All | +10,197.9% | +11,637.0% | -1,439.1% | +3,702.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling