+33.9%
JBHT vs CAI
-2.4%
+36.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.0% |
| 7D | +0.2% | -20.3% | +20.6% | +1.4% |
| 30D | -2.2% | -13.9% | +11.8% | -1.4% |
| 3M | -16.5% | +12.4% | -28.9% | -16.8% |
| 6M | -8.4% | +58.3% | -66.8% | -10.7% |
| YTD | +16.1% | -5.2% | +21.3% | +17.0% |
| All | +33.9% | -2.4% | +36.3% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling