+346.1%
COP vs JBHT
+272.5%
+73.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.1% |
| 7D | +3.0% | +4.9% | -1.9% | +1.1% |
| 30D | +17.5% | +0.6% | +16.9% | +16.8% |
| 3M | +13.4% | -3.2% | +16.6% | +13.8% |
| 6M | +17.7% | +17.0% | +0.8% | +8.7% |
| YTD | +46.6% | +41.7% | +4.9% | +24.7% |
| 1Y | +44.6% | +90.0% | -45.4% | +6.9% |
| 3Y | +20.7% | +47.0% | -26.3% | -3.9% |
| 5Y | +185.0% | +58.3% | +126.7% | +108.3% |
| All | +346.1% | +272.5% | +73.6% | +93.9% |
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 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