+93.0%
JBHT vs CAI
-27.8%
+120.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | +4.9% | -2.2% | +7.1% | +5.0% |
| 30D | +0.6% | +52.4% | -51.8% | -2.9% |
| 3M | -3.2% | +45.1% | -48.3% | -6.2% |
| 6M | +17.0% | +26.2% | -9.3% | +14.2% |
| YTD | +41.7% | -7.1% | +48.7% | +45.6% |
| All | +93.0% | -27.8% | +120.8% | +115.2% |
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