+96.7%
COF vs JBHT
+35.7%
+61.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -4.5% | +0.5% | -4.9% | -4.7% |
| 30D | -2.0% | -0.1% | -1.9% | -2.1% |
| 3M | -9.7% | -14.0% | +4.3% | -5.8% |
| 6M | +8.0% | -5.1% | +13.1% | +7.8% |
| YTD | -17.7% | +18.0% | -35.8% | -24.6% |
| 1Y | -9.3% | +36.5% | -45.8% | -21.2% |
| All | +96.7% | +35.7% | +61.0% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling