+96.6%
JBHT vs CLBK
+57.9%
+38.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.1% | -3.0% |
| 7D | -1.4% | +2.5% | -3.9% | -2.4% |
| 30D | -3.1% | -1.2% | -1.9% | -2.6% |
| 3M | -19.5% | +2.6% | -22.1% | -20.4% |
| 6M | -9.6% | +26.5% | -36.1% | -17.9% |
| YTD | +13.3% | +56.4% | -43.1% | -5.7% |
| 1Y | +29.7% | +58.8% | -29.1% | +7.3% |
| 3Y | +28.3% | +43.3% | -14.9% | +7.6% |
| 5Y | +18.5% | +24.0% | -5.6% | +0.4% |
| All | +96.6% | +57.9% | +38.7% | +44.3% |
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 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