+5,381.3%
COF vs JBHT
+7,453.3%
-2,072.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -1.5% | -1.6% | +0.1% | -0.8% |
| 30D | +3.0% | -2.3% | +5.3% | +3.9% |
| 3M | -7.9% | -18.5% | +10.5% | -0.6% |
| 6M | +5.2% | -11.3% | +16.5% | +8.7% |
| YTD | -15.7% | +12.6% | -28.3% | -21.7% |
| 1Y | -5.5% | +29.8% | -35.2% | -17.4% |
| 3Y | +100.5% | +28.1% | +72.4% | +69.8% |
| 5Y | +42.3% | +17.7% | +24.7% | +23.5% |
| 10Y | +228.7% | +196.1% | +32.6% | +92.8% |
| All | +5,381.3% | +7,453.3% | -2,072.0% | +1,198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling