+113.1%
COP vs JBHT
+15.0%
+98.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.3% |
| 7D | -9.7% | -1.4% | -8.3% | -9.5% |
| 30D | +4.7% | -3.1% | +7.8% | +5.2% |
| 3M | +18.5% | -19.5% | +38.1% | +23.7% |
| 6M | +11.4% | -9.6% | +21.0% | +12.6% |
| YTD | +47.9% | +13.3% | +34.6% | +40.2% |
| 1Y | +59.3% | +29.7% | +29.6% | +45.6% |
| 3Y | +23.6% | +28.3% | -4.7% | +9.3% |
| 5Y | +113.1% | +18.5% | +94.6% | +77.3% |
| All | +113.1% | +15.0% | +98.1% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling