+187.8%
JBHT vs CRL
+386.8%
-199.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.8% | -8.5% | -2.9% |
| 7D | -1.6% | -6.1% | +4.5% | -0.1% |
| 30D | -2.3% | +12.4% | -14.7% | -6.3% |
| 3M | -18.5% | +27.1% | -45.6% | -24.9% |
| 6M | -11.3% | +85.7% | -97.0% | -28.1% |
| YTD | +12.6% | +69.2% | -56.6% | -7.2% |
| 1Y | +29.8% | +97.5% | -67.8% | +1.7% |
| 3Y | +28.1% | +86.1% | -58.0% | -3.0% |
| 5Y | +17.7% | -10.0% | +27.7% | +9.5% |
| All | +187.8% | +386.8% | -199.0% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling