+123.7%
COPX vs JBHT
+27.4%
+96.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.6% |
| 7D | -1.0% | -1.6% | +0.6% | -0.5% |
| 30D | -14.8% | -2.3% | -12.5% | -14.3% |
| 3M | -17.2% | -18.5% | +1.2% | -13.5% |
| 6M | -14.5% | -11.3% | -3.2% | -13.0% |
| YTD | -0.4% | +12.6% | -13.0% | -4.9% |
| 1Y | +21.9% | +29.8% | -7.9% | +12.5% |
| 3Y | +123.7% | +28.1% | +95.6% | +82.7% |
| All | +123.7% | +27.4% | +96.3% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling