+7,626.9%
JBHT vs CRL
+1,573.3%
+6,053.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.3% | +8.3% | +3.0% |
| 7D | +1.7% | -12.8% | +14.5% | +5.2% |
| 30D | -1.2% | +5.0% | -6.2% | -2.9% |
| 3M | -17.1% | +39.4% | -56.5% | -25.1% |
| 6M | -4.4% | +89.4% | -93.7% | -21.1% |
| YTD | +17.5% | +63.6% | -46.1% | -0.1% |
| 1Y | +32.6% | +83.5% | -50.9% | +9.1% |
| 3Y | +33.0% | +79.4% | -46.3% | +5.6% |
| 5Y | +20.3% | -14.0% | +34.3% | +13.1% |
| 10Y | +209.1% | +378.5% | -169.4% | +78.6% |
| All | +7,626.9% | +1,573.3% | +6,053.6% | +3,046.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling