+326.5%
COPX vs JBHT
+186.6%
+139.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -3.5% |
| 7D | +1.6% | +0.9% | +0.7% | +1.3% |
| 30D | -15.0% | -1.1% | -13.9% | -14.7% |
| 3M | -18.6% | -14.8% | -3.8% | -13.7% |
| 6M | -14.9% | -7.4% | -7.5% | -14.0% |
| YTD | +1.8% | +17.3% | -15.5% | -7.6% |
| 1Y | +19.7% | +35.3% | -15.7% | +1.8% |
| 3Y | +140.9% | +33.9% | +106.9% | +95.0% |
| 5Y | +130.6% | +22.5% | +108.1% | +89.6% |
| 10Y | +326.5% | +181.3% | +145.1% | +116.0% |
| All | +326.5% | +186.6% | +139.9% | +116.0% |
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