+26,587.7%
CTAS vs JBHT
+9,634.5%
+16,953.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +7.6% | +1.7% | +5.9% | +7.2% |
| 30D | +17.2% | -1.2% | +18.4% | +17.4% |
| 3M | +12.8% | -17.1% | +29.9% | +17.4% |
| 6M | +38.0% | -4.4% | +42.4% | +38.1% |
| YTD | +22.7% | +17.5% | +5.2% | +16.1% |
| 1Y | +25.6% | +32.6% | -6.9% | +15.1% |
| 3Y | +81.4% | +33.0% | +48.4% | +61.6% |
| 5Y | +117.9% | +20.3% | +97.5% | +96.6% |
| 10Y | +878.3% | +209.1% | +669.2% | +591.1% |
| All | +26,587.7% | +9,634.5% | +16,953.2% | +8,346.8% |
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