+29.8%
JBHT vs CAI
-15.9%
+45.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.5% |
| 7D | -1.6% | -26.5% | +24.9% | -0.1% |
| 30D | -2.3% | -6.9% | +4.6% | -1.9% |
| 3M | -18.5% | +26.1% | -44.6% | -19.2% |
| 6M | -11.3% | +31.9% | -43.2% | -12.2% |
| YTD | +12.6% | -6.5% | +19.1% | +13.9% |
| 1Y | +29.8% | +2.5% | +27.2% | +28.0% |
| All | +29.8% | -15.9% | +45.6% | +28.0% |
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