+118.0%
COIN vs JBHT
+51.9%
+66.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | +1.2% | +7.1% | -5.9% | -2.0% |
| 30D | +16.5% | +2.3% | +14.2% | +15.4% |
| 3M | +10.4% | -4.5% | +14.9% | +12.0% |
| 6M | -9.3% | +29.2% | -38.5% | -21.5% |
| YTD | -20.9% | +42.2% | -63.0% | -34.8% |
| 1Y | -40.8% | +93.7% | -134.5% | -59.3% |
| 3Y | +118.0% | +53.2% | +64.8% | +69.9% |
| All | +118.0% | +51.9% | +66.1% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling