+73.7%
COR vs JBHT
+27.4%
+46.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | +0.8% | -1.6% | +2.4% | +0.8% |
| 30D | +5.1% | -2.3% | +7.4% | +5.1% |
| 3M | +2.8% | -18.5% | +21.3% | +2.5% |
| 6M | +32.5% | -11.3% | +43.8% | +32.3% |
| YTD | -0.7% | +12.6% | -13.2% | -0.2% |
| 1Y | -6.7% | +29.8% | -36.5% | -5.9% |
| 3Y | +73.7% | +28.1% | +45.6% | +80.6% |
| All | +73.7% | +27.4% | +46.3% | +80.6% |
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 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