+69.8%
JBHT vs CAI
-14.7%
+84.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.1% | +2.6% |
| 7D | +7.0% | -8.7% | +15.7% | +7.8% |
| 30D | +0.5% | -23.8% | +24.4% | +2.6% |
| 3M | -17.4% | +3.9% | -21.2% | -18.0% |
| 6M | -1.7% | +56.8% | -58.6% | -7.2% |
| YTD | +20.7% | -14.6% | +35.3% | +22.8% |
| 1Y | +41.1% | -5.2% | +46.3% | +40.6% |
| All | +69.8% | -14.7% | +84.4% | +78.5% |
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