+270.9%
CORZ vs JBHT
+13.2%
+257.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.1% | -11.5% | -10.7% |
| 7D | -14.9% | +1.7% | -16.6% | -15.4% |
| 30D | -23.1% | -1.2% | -22.0% | -23.0% |
| 3M | -44.1% | -17.1% | -26.9% | -40.9% |
| 6M | -39.5% | -4.4% | -35.1% | -40.2% |
| YTD | -12.4% | +17.5% | -29.8% | -20.9% |
| 1Y | -41.3% | +32.6% | -73.9% | -49.5% |
| All | +270.9% | +13.2% | +257.7% | +232.3% |
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