+60.7%
COP vs JBHT
+34.8%
+25.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.2% | -5.2% |
| 7D | -8.1% | +1.7% | -9.8% | -8.1% |
| 30D | +6.7% | -1.2% | +7.8% | +6.6% |
| 3M | +16.9% | -17.1% | +34.0% | +17.5% |
| 6M | +11.2% | -4.4% | +15.6% | +12.5% |
| YTD | +49.5% | +17.5% | +32.0% | +48.8% |
| 1Y | +60.7% | +32.6% | +28.1% | +59.1% |
| All | +60.7% | +34.8% | +25.8% | +59.1% |
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