+336.7%
COP vs JBHT
+182.5%
+154.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.8% |
| 7D | +4.4% | +7.0% | -2.6% | +1.8% |
| 30D | 0.0% | +0.5% | -0.5% | -0.5% |
| 3M | +15.0% | -17.4% | +32.4% | +22.4% |
| 6M | +22.0% | -1.7% | +23.7% | +20.4% |
| YTD | +55.3% | +20.7% | +34.6% | +39.3% |
| 1Y | +64.1% | +41.1% | +23.1% | +37.8% |
| 3Y | +34.1% | +38.0% | -3.9% | +8.0% |
| 5Y | +133.4% | +22.5% | +110.9% | +91.1% |
| All | +336.7% | +182.5% | +154.2% | +114.1% |
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 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