+36.5%
JBHT vs CAI
-0.4%
+36.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.5% | -26.3% | +26.8% | +2.0% |
| 30D | -0.1% | -17.5% | +17.4% | +0.9% |
| 3M | -14.0% | +5.8% | -19.9% | -14.1% |
| 6M | -5.1% | +53.6% | -58.7% | -7.3% |
| YTD | +18.0% | -9.2% | +27.3% | +19.4% |
| 1Y | +36.5% | -2.7% | +39.2% | +36.9% |
| All | +36.5% | -0.4% | +36.9% | +36.9% |
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