+650.2%
CTAS vs JBHT
+272.5%
+377.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.3% |
| 7D | -1.8% | +4.9% | -6.7% | -3.6% |
| 30D | -0.2% | +0.6% | -0.8% | -0.7% |
| 3M | +11.7% | -3.2% | +14.9% | +12.4% |
| 6M | +0.7% | +17.0% | -16.2% | -6.1% |
| YTD | +7.4% | +41.7% | -34.2% | -7.1% |
| 1Y | -2.1% | +90.0% | -92.1% | -25.7% |
| 3Y | +62.9% | +47.0% | +16.0% | +33.1% |
| 5Y | +111.9% | +58.3% | +53.6% | +60.7% |
| All | +650.2% | +272.5% | +377.7% | +255.0% |
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 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