+59.3%
JBHT vs CAI
-3.6%
+62.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -21.6% | +18.1% | -1.7% |
| 7D | -1.4% | -28.0% | +26.6% | +1.1% |
| 30D | -3.1% | -5.2% | +2.1% | -2.8% |
| 3M | -19.5% | +58.2% | -77.8% | -23.2% |
| 6M | -9.6% | +37.4% | -46.9% | -13.0% |
| YTD | +13.3% | -3.5% | +16.8% | +14.1% |
| 1Y | +29.7% | -10.9% | +40.6% | +31.9% |
| All | +59.3% | -3.6% | +62.9% | +65.9% |
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 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