-93.0%
CJMB vs SPY
+27.3%
-120.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.5% |
| 7D | -20.9% | -0.6% | -20.3% | -20.4% |
| 30D | -87.4% | -3.7% | -83.7% | -87.2% |
| 3M | -85.4% | -2.7% | -82.7% | -85.2% |
| 6M | -74.8% | +2.2% | -77.0% | -75.3% |
| YTD | -74.1% | +10.8% | -85.0% | -75.8% |
| 1Y | -92.6% | +11.2% | -103.9% | -93.1% |
| All | -93.0% | +27.3% | -120.3% | -92.8% |
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