+190.5%
COPX vs JBHT
+766.3%
-575.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -2.1% |
| 7D | -4.0% | +4.9% | -8.9% | -6.4% |
| 30D | +4.5% | +0.6% | +4.0% | +3.9% |
| 3M | +0.8% | -3.2% | +4.0% | +1.6% |
| 6M | +3.2% | +17.0% | -13.8% | -6.7% |
| YTD | +26.7% | +41.7% | -14.9% | +3.1% |
| 1Y | +85.7% | +90.0% | -4.3% | +25.5% |
| 3Y | +151.2% | +47.0% | +104.2% | +86.8% |
| 5Y | +170.0% | +58.3% | +111.7% | +83.9% |
| 10Y | +572.9% | +273.9% | +299.0% | +129.5% |
| All | +190.5% | +766.3% | -575.8% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling