+63.5%
JBHT vs CAI
-5.3%
+68.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.0% |
| 7D | +0.4% | -20.3% | +20.8% | +2.2% |
| 30D | -2.0% | -13.9% | +12.0% | -0.9% |
| 3M | -16.3% | +12.4% | -28.7% | -17.5% |
| 6M | -8.2% | +58.3% | -66.6% | -13.1% |
| YTD | +16.3% | -5.2% | +21.5% | +17.3% |
| 1Y | +32.2% | -0.2% | +32.4% | +31.9% |
| All | +63.5% | -5.3% | +68.8% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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