+90.0%
JBHT vs CRL
+78.8%
+11.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.1% |
| 7D | +4.9% | -1.0% | +5.9% | +5.1% |
| 30D | +0.6% | +10.7% | -10.1% | -1.3% |
| 3M | -3.2% | +55.3% | -58.5% | -11.3% |
| 6M | +17.0% | +60.7% | -43.7% | +6.0% |
| YTD | +41.7% | +44.6% | -3.0% | +30.9% |
| 1Y | +90.0% | +77.7% | +12.2% | +63.1% |
| All | +90.0% | +78.8% | +11.1% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling