+145.8%
JBHT vs CLBK
+67.9%
+77.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +4.9% | +1.2% | +3.7% | +4.4% |
| 30D | +0.6% | +9.1% | -8.6% | -2.9% |
| 3M | -3.2% | +27.7% | -30.9% | -12.4% |
| 6M | +17.0% | +40.8% | -23.9% | +1.8% |
| YTD | +41.7% | +66.4% | -24.7% | +15.1% |
| 1Y | +90.0% | +72.4% | +17.6% | +51.4% |
| 3Y | +47.0% | +50.7% | -3.7% | +20.8% |
| 5Y | +58.3% | +42.9% | +15.4% | +25.2% |
| All | +145.8% | +67.9% | +77.9% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling