+18,674.3%
COR vs JBHT
+6,764.7%
+11,909.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.8% |
| 7D | +9.1% | +1.7% | +7.4% | +8.9% |
| 30D | +12.4% | -1.2% | +13.6% | +12.6% |
| 3M | +15.8% | -17.1% | +32.9% | +18.8% |
| 6M | +17.1% | -4.4% | +21.5% | +17.1% |
| YTD | +5.4% | +17.5% | -12.0% | +1.8% |
| 1Y | +3.5% | +32.6% | -29.1% | -2.1% |
| 3Y | +86.0% | +33.0% | +53.0% | +72.0% |
| 5Y | +196.7% | +20.3% | +176.4% | +175.1% |
| 10Y | +572.6% | +209.1% | +363.5% | +429.6% |
| All | +18,674.3% | +6,764.7% | +11,909.6% | +10,126.8% |
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 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