-46.8%
COIN vs JBHT
+65.1%
-111.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.2% | -0.5% |
| 7D | -0.1% | +2.9% | -3.1% | -2.2% |
| 30D | +17.5% | +0.6% | +16.9% | +17.0% |
| 3M | +12.4% | -6.6% | +19.0% | +16.6% |
| 6M | -12.5% | +23.6% | -36.1% | -28.0% |
| YTD | -22.7% | +38.6% | -61.3% | -42.3% |
| 1Y | -45.2% | +91.5% | -136.7% | -69.9% |
| 3Y | +112.8% | +49.3% | +63.5% | +39.2% |
| 5Y | -31.9% | +62.3% | -94.2% | -55.4% |
| All | -46.8% | +65.1% | -111.9% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling