-4.4%
JBHT vs CRL
+98.0%
-102.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.3% | +8.3% | +1.2% |
| 7D | +1.7% | -12.8% | +14.5% | +2.1% |
| 30D | -1.2% | +5.0% | -6.2% | -1.8% |
| 3M | -17.1% | +39.4% | -56.5% | -18.8% |
| 6M | -4.4% | +89.4% | -93.7% | -7.0% |
| All | -4.4% | +98.0% | -102.4% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling