+9,216.5%
JBHT vs CRL
+1,379.5%
+7,837.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.3% |
| 7D | +4.9% | -1.0% | +5.9% | +5.2% |
| 30D | +0.6% | +10.7% | -10.1% | -2.2% |
| 3M | -3.2% | +55.3% | -58.5% | -14.6% |
| 6M | +17.0% | +60.7% | -43.7% | +1.1% |
| YTD | +41.7% | +44.6% | -3.0% | +25.5% |
| 1Y | +90.0% | +77.7% | +12.2% | +58.4% |
| 3Y | +47.0% | +37.6% | +9.3% | +26.2% |
| 5Y | +58.3% | -35.8% | +94.1% | +61.5% |
| 10Y | +273.9% | +241.7% | +32.2% | +136.7% |
| All | +9,216.5% | +1,379.5% | +7,837.0% | +3,852.5% |
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