+65.0%
JBHT vs CAI
-9.5%
+74.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.3% | +1.2% |
| 7D | +0.9% | -25.6% | +26.6% | +3.3% |
| 30D | -1.1% | -17.7% | +16.6% | +0.3% |
| 3M | -14.8% | +4.4% | -19.2% | -15.5% |
| 6M | -7.4% | +51.3% | -58.7% | -12.0% |
| YTD | +17.3% | -9.5% | +26.8% | +18.8% |
| 1Y | +35.3% | -1.5% | +36.8% | +34.7% |
| All | +65.0% | -9.5% | +74.5% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling