-8.5%
COF vs JBHT
+31.8%
-40.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.5% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | -0.3% | -2.2% | +1.8% | +0.1% |
| 3M | -8.5% | -16.5% | +8.0% | -4.3% |
| 6M | +5.6% | -8.4% | +14.1% | +4.3% |
| YTD | -17.1% | +16.1% | -33.2% | -29.7% |
| All | -8.5% | +31.8% | -40.3% | -29.9% |
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