+95.3%
JBHT vs CLBK
+59.4%
+35.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -2.3% | +2.9% | -5.2% | -3.4% |
| 3M | -18.5% | +3.0% | -21.4% | -19.5% |
| 6M | -11.3% | +27.3% | -38.6% | -19.7% |
| YTD | +12.6% | +58.0% | -45.4% | -6.7% |
| 1Y | +29.8% | +62.4% | -32.6% | +6.4% |
| 3Y | +28.1% | +46.9% | -18.8% | +6.4% |
| 5Y | +17.7% | +25.3% | -7.6% | -0.6% |
| All | +95.3% | +59.4% | +35.9% | +42.7% |
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