+22.4%
JBHT vs CLBK
+27.8%
-5.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +7.0% | +0.9% | +6.1% | +6.7% |
| 30D | +0.5% | +3.4% | -2.9% | -0.6% |
| 3M | -17.4% | -4.3% | -13.1% | -16.2% |
| 6M | -1.7% | +28.4% | -30.1% | -9.7% |
| YTD | +20.7% | +59.4% | -38.7% | +3.2% |
| 1Y | +41.1% | +64.8% | -23.7% | +19.4% |
| 3Y | +38.0% | +50.6% | -12.6% | +18.1% |
| All | +22.4% | +27.8% | -5.4% | +3.9% |
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