+834.0%
CTAS vs JBHT
+192.4%
+641.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +1.2% | -1.6% | +2.8% | +1.7% |
| 30D | +12.8% | -2.3% | +15.1% | +13.5% |
| 3M | +10.3% | -18.5% | +28.7% | +17.2% |
| 6M | +32.0% | -11.3% | +43.3% | +35.3% |
| YTD | +19.1% | +12.6% | +6.6% | +10.9% |
| 1Y | +21.5% | +29.8% | -8.3% | +6.9% |
| 3Y | +76.0% | +28.1% | +48.0% | +48.7% |
| 5Y | +110.9% | +17.7% | +93.2% | +79.0% |
| All | +834.0% | +192.4% | +641.6% | +409.1% |
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