-59.8%
COIN vs JBHT
+39.8%
-99.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.5% |
| 7D | -9.2% | +0.9% | -10.1% | -9.6% |
| 30D | -26.3% | -1.1% | -25.2% | -25.7% |
| 3M | -11.1% | -14.8% | +3.7% | -1.2% |
| 6M | -34.3% | -7.4% | -26.9% | -32.9% |
| YTD | -41.6% | +17.3% | -58.9% | -51.2% |
| 1Y | -58.4% | +35.3% | -93.8% | -69.2% |
| 3Y | +42.2% | +33.9% | +8.2% | -1.5% |
| 5Y | -59.8% | +22.5% | -82.3% | -69.7% |
| All | -59.8% | +39.8% | -99.6% | -70.5% |
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