+25.7%
COP vs JBHT
+27.4%
-1.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -11.5% | -1.6% | -9.9% | -11.3% |
| 30D | +5.0% | -2.3% | +7.2% | +5.2% |
| 3M | +17.5% | -18.5% | +35.9% | +21.0% |
| 6M | +16.2% | -11.3% | +27.5% | +17.6% |
| YTD | +48.8% | +12.6% | +36.2% | +42.5% |
| 1Y | +64.1% | +29.8% | +34.3% | +52.2% |
| 3Y | +25.7% | +28.1% | -2.4% | +8.7% |
| All | +25.7% | +27.4% | -1.7% | +8.7% |
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