-92.5%
CJMB vs SPY
+29.0%
-121.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.3% | +6.3% | +7.0% |
| 7D | -7.8% | -0.9% | -6.8% | -7.1% |
| 30D | -86.3% | -2.4% | -83.9% | -86.1% |
| 3M | -83.9% | -1.2% | -82.8% | -83.8% |
| 6M | -71.1% | +3.3% | -74.4% | -71.7% |
| YTD | -72.2% | +12.3% | -84.5% | -74.1% |
| 1Y | -92.1% | +12.4% | -104.5% | -92.6% |
| All | -92.5% | +29.0% | -121.4% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling