+5,862.8%
COF vs JBHT
+9,405.3%
-3,542.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.6% |
| 7D | +1.8% | +4.9% | -3.1% | -0.3% |
| 30D | -0.6% | +0.6% | -1.1% | -1.1% |
| 3M | +20.3% | -3.2% | +23.5% | +21.1% |
| 6M | +13.0% | +17.0% | -3.9% | +4.3% |
| YTD | -8.3% | +41.7% | -50.0% | -22.2% |
| 1Y | -1.5% | +90.0% | -91.4% | -28.0% |
| 3Y | +122.3% | +47.0% | +75.3% | +78.5% |
| 5Y | +52.5% | +58.3% | -5.8% | +17.2% |
| 10Y | +264.9% | +273.9% | -9.0% | +95.0% |
| All | +5,862.8% | +9,405.3% | -3,542.5% | +1,191.0% |
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 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