+34.3%
COF vs JBHT
+21.4%
+12.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.0% | +4.2% | -9.2% | -6.7% |
| 30D | -2.3% | -0.4% | -1.9% | -2.3% |
| 3M | -12.7% | -17.3% | +4.7% | -6.3% |
| 6M | +6.2% | -3.5% | +9.7% | +5.3% |
| YTD | -19.2% | +18.0% | -37.2% | -27.3% |
| 1Y | -11.5% | +35.5% | -47.0% | -25.3% |
| 3Y | +92.8% | +34.8% | +58.0% | +56.4% |
| 5Y | +34.3% | +19.7% | +14.6% | +8.9% |
| All | +34.3% | +21.4% | +12.9% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling