-44.1%
CJMB vs SPY
+29.7%
-73.9%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.1% | +8.8% |
| 7D | +7.5% | +0.5% | +7.0% | +7.2% |
| 30D | +45.9% | -0.9% | +46.8% | +46.4% |
| 3M | +198.6% | +3.9% | +194.7% | +190.1% |
| 6M | +27.2% | +14.5% | +12.7% | +16.1% |
| YTD | +106.3% | +12.9% | +93.4% | +91.3% |
| 1Y | -52.8% | +19.4% | -72.2% | -56.8% |
| All | -44.1% | +29.7% | -73.9% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling