+21.4%
JBHT vs CLBK
+27.8%
-6.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.5% | +2.2% | -1.7% | -0.2% |
| 30D | -0.1% | +5.0% | -5.1% | -1.7% |
| 3M | -14.0% | +3.3% | -17.3% | -15.0% |
| 6M | -5.1% | +29.6% | -34.7% | -13.1% |
| YTD | +18.0% | +62.1% | -44.1% | +0.4% |
| 1Y | +36.5% | +64.3% | -27.8% | +15.6% |
| 3Y | +34.8% | +55.6% | -20.8% | +14.2% |
| 5Y | +21.4% | +29.3% | -7.8% | +3.3% |
| All | +21.4% | +27.8% | -6.3% | +3.3% |
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