+314.1%
COPX vs JBHT
+182.5%
+131.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -3.5% |
| 7D | -2.8% | +7.0% | -9.9% | -5.6% |
| 30D | -14.3% | +0.5% | -14.8% | -14.6% |
| 3M | -19.0% | -17.4% | -1.7% | -13.0% |
| 6M | -24.4% | -1.7% | -22.7% | -25.5% |
| YTD | -3.2% | +20.7% | -24.0% | -13.3% |
| 1Y | +15.2% | +41.1% | -25.9% | -3.8% |
| 3Y | +127.6% | +38.0% | +89.6% | +81.8% |
| 5Y | +106.0% | +22.5% | +83.5% | +69.9% |
| All | +314.1% | +182.5% | +131.6% | +101.8% |
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