+374.5%
COPX vs JBHT
+192.4%
+182.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.7% |
| 7D | -1.0% | -1.6% | +0.6% | -0.2% |
| 30D | -14.8% | -2.3% | -12.5% | -14.0% |
| 3M | -17.2% | -18.5% | +1.2% | -10.6% |
| 6M | -14.5% | -11.3% | -3.2% | -11.9% |
| YTD | -0.4% | +12.6% | -13.0% | -8.1% |
| 1Y | +21.9% | +29.8% | -7.9% | +5.4% |
| 3Y | +123.7% | +28.1% | +95.6% | +84.4% |
| 5Y | +121.8% | +17.7% | +104.1% | +85.2% |
| All | +374.5% | +192.4% | +182.1% | +118.9% |
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