+1,395.9%
CRWD vs JBHT
+164.3%
+1,231.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | -13.4% | -1.6% | -11.8% | -12.9% |
| 30D | -18.3% | -2.3% | -16.0% | -17.7% |
| 3M | +4.6% | -18.5% | +23.0% | +11.3% |
| 6M | +85.4% | -11.3% | +96.6% | +91.0% |
| YTD | +85.1% | +12.6% | +72.5% | +73.9% |
| 1Y | +62.9% | +29.8% | +33.2% | +45.3% |
| 3Y | +364.5% | +28.1% | +336.4% | +301.1% |
| 5Y | +217.3% | +17.7% | +199.6% | +177.7% |
| All | +1,395.9% | +164.3% | +1,231.6% | +676.0% |
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