+5,945.1%
CRS vs JBHT
+9,288.5%
-3,343.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -1.0% | -3.3% |
| 7D | -6.6% | -1.4% | -5.3% | -6.2% |
| 30D | -29.5% | -3.1% | -26.4% | -28.9% |
| 3M | -51.1% | -19.5% | -31.5% | -47.8% |
| 6M | -37.3% | -9.6% | -27.7% | -36.0% |
| YTD | -11.2% | +13.3% | -24.6% | -16.1% |
| 1Y | -11.5% | +29.7% | -41.1% | -20.1% |
| 3Y | +324.4% | +28.3% | +296.1% | +274.4% |
| 5Y | +796.6% | +18.5% | +778.1% | +707.8% |
| 10Y | +929.0% | +198.1% | +730.9% | +608.5% |
| All | +5,945.1% | +9,288.5% | -3,343.4% | +2,288.7% |
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