+532.3%
COR vs JBHT
+194.3%
+338.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.5% | -3.3% |
| 7D | +2.8% | -1.4% | +4.2% | +3.1% |
| 30D | +7.4% | -3.1% | +10.4% | +8.0% |
| 3M | +7.3% | -19.5% | +26.8% | +11.7% |
| 6M | +11.5% | -9.6% | +21.1% | +12.6% |
| YTD | +1.2% | +13.3% | -12.1% | -3.4% |
| 1Y | -3.3% | +29.7% | -33.0% | -10.7% |
| 3Y | +78.5% | +28.3% | +50.2% | +59.7% |
| 5Y | +183.0% | +18.5% | +164.5% | +150.2% |
| All | +532.3% | +194.3% | +338.0% | +246.8% |
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