+96.3%
COR vs JBHT
+47.5%
+48.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -1.8% |
| 7D | +2.8% | +4.9% | -2.1% | +2.9% |
| 30D | +4.5% | +0.6% | +4.0% | +4.6% |
| 3M | +22.7% | -3.2% | +25.9% | +22.7% |
| 6M | -9.7% | +17.0% | -26.7% | -9.5% |
| YTD | -1.4% | +41.7% | -43.1% | -0.4% |
| 1Y | +13.9% | +90.0% | -76.1% | +16.1% |
| All | +96.3% | +47.5% | +48.8% | +102.1% |
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