+59.9%
JBHT vs CLBK
+42.8%
+17.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +4.9% | +1.2% | +3.7% | +4.5% |
| 30D | +0.6% | +9.1% | -8.6% | -2.3% |
| 3M | -3.2% | +27.7% | -30.9% | -10.8% |
| 6M | +17.0% | +40.8% | -23.9% | +4.3% |
| YTD | +41.7% | +66.4% | -24.7% | +19.6% |
| 1Y | +90.0% | +72.4% | +17.6% | +58.0% |
| 3Y | +47.0% | +50.7% | -3.7% | +25.4% |
| All | +59.9% | +42.8% | +17.1% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling