+76.9%
COR vs JBHT
+28.2%
+48.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.5% | -4.1% |
| 7D | +2.8% | -1.4% | +4.2% | +2.8% |
| 30D | +7.4% | -3.1% | +10.4% | +7.3% |
| 3M | +7.3% | -19.5% | +26.8% | +6.9% |
| 6M | +11.5% | -9.6% | +21.1% | +11.3% |
| YTD | +1.2% | +13.3% | -12.1% | +1.6% |
| 1Y | -3.3% | +29.7% | -33.0% | -2.5% |
| All | +76.9% | +28.2% | +48.7% | +83.9% |
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