+104.8%
JBHT vs CLBK
+61.7%
+43.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | +4.2% | +2.5% | +1.7% | +3.2% |
| 30D | -0.4% | +3.7% | -4.1% | -1.8% |
| 3M | -17.3% | -3.3% | -14.1% | -16.3% |
| 6M | -3.5% | +29.6% | -33.1% | -13.3% |
| YTD | +18.0% | +60.3% | -42.2% | -2.7% |
| 1Y | +35.5% | +63.4% | -27.9% | +10.9% |
| 3Y | +34.8% | +53.8% | -19.1% | +9.9% |
| 5Y | +19.7% | +29.0% | -9.2% | -0.3% |
| All | +104.8% | +61.7% | +43.1% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling