-44.6%
CJMB vs SPY
+29.1%
-73.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +4.6% | -0.4% | +5.0% | +4.7% |
| 30D | +15.2% | -1.4% | +16.6% | +15.9% |
| 3M | +198.7% | +3.7% | +195.0% | +190.2% |
| 6M | +29.7% | +13.0% | +16.7% | +19.2% |
| YTD | +104.5% | +12.4% | +92.1% | +90.0% |
| 1Y | -50.7% | +18.5% | -69.2% | -54.8% |
| All | -44.6% | +29.1% | -73.7% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling