+851.0%
CTAS vs JBHT
+194.3%
+656.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.4% | +0.1% |
| 7D | +3.8% | -1.4% | +5.2% | +4.3% |
| 30D | +15.5% | -3.1% | +18.6% | +16.6% |
| 3M | +12.7% | -19.5% | +32.3% | +20.4% |
| 6M | +34.5% | -9.6% | +44.1% | +36.9% |
| YTD | +21.3% | +13.3% | +8.0% | +12.6% |
| 1Y | +23.1% | +29.7% | -6.6% | +8.3% |
| 3Y | +79.3% | +28.3% | +51.0% | +51.5% |
| 5Y | +114.7% | +18.5% | +96.2% | +81.8% |
| All | +851.0% | +194.3% | +656.7% | +417.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling