+18.5%
JBHT vs CRL
-16.7%
+35.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -2.5% |
| 7D | -1.4% | -16.8% | +15.4% | +3.2% |
| 30D | -3.1% | +2.6% | -5.7% | -4.3% |
| 3M | -19.5% | +20.1% | -39.6% | -24.2% |
| 6M | -9.6% | +68.8% | -78.4% | -23.3% |
| YTD | +13.3% | +56.9% | -43.6% | -2.9% |
| 1Y | +29.7% | +86.7% | -57.0% | +5.3% |
| 3Y | +28.3% | +72.1% | -43.8% | +1.4% |
| 5Y | +18.5% | -16.6% | +35.0% | +8.8% |
| All | +18.5% | -16.7% | +35.2% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling