-5.1%
COF vs JBHT
+34.8%
-39.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | +0.7% | +1.7% | -1.0% | +0.2% |
| 30D | +5.7% | -1.2% | +6.9% | +5.9% |
| 3M | -6.7% | -17.1% | +10.4% | -2.0% |
| 6M | +9.5% | -4.4% | +13.9% | +6.2% |
| YTD | -13.9% | +17.5% | -31.4% | -26.7% |
| 1Y | -5.1% | +32.6% | -37.7% | -25.2% |
| All | -5.1% | +34.8% | -39.9% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 1y: compounded portfolio wealth divided by compounded JBHT 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…
1y analysis · Full analysis span regression · 6 months rolling