+186.4%
COP vs JBHT
+58.3%
+128.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.7% |
| 7D | +3.0% | +4.9% | -1.9% | +1.9% |
| 30D | +17.5% | +0.6% | +16.9% | +17.1% |
| 3M | +13.4% | -3.2% | +16.6% | +13.7% |
| 6M | +17.7% | +17.0% | +0.8% | +12.5% |
| YTD | +46.6% | +41.7% | +4.9% | +33.1% |
| 1Y | +44.6% | +90.0% | -45.4% | +20.5% |
| 3Y | +20.7% | +47.0% | -26.3% | +4.9% |
| All | +186.4% | +58.3% | +128.1% | +140.2% |
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