-50.7%
COIN vs JBHT
+34.8%
-85.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.8% |
| 7D | -6.7% | +1.7% | -8.4% | -7.2% |
| 30D | -19.5% | -1.2% | -18.3% | -19.2% |
| 3M | +0.5% | -17.1% | +17.6% | +6.6% |
| 6M | -25.4% | -4.4% | -21.0% | -25.9% |
| YTD | -33.0% | +17.5% | -50.5% | -40.3% |
| 1Y | -50.7% | +32.6% | -83.3% | -58.6% |
| All | -50.7% | +34.8% | -85.6% | -58.6% |
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