+172.5%
COPX vs JBHT
+58.3%
+114.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.6% |
| 7D | -4.0% | +4.9% | -8.9% | -5.5% |
| 30D | +4.5% | +0.6% | +4.0% | +4.2% |
| 3M | +0.8% | -3.2% | +4.0% | +1.4% |
| 6M | +3.2% | +17.0% | -13.8% | -3.4% |
| YTD | +26.7% | +41.7% | -14.9% | +10.9% |
| 1Y | +85.7% | +90.0% | -4.3% | +45.0% |
| 3Y | +151.2% | +47.0% | +104.2% | +109.7% |
| All | +172.5% | +58.3% | +114.3% | +109.6% |
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