-90.0%
CJMB vs VOO
+28.2%
-118.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.4% |
| 7D | +43.7% | +2.6% | +41.1% | +41.7% |
| 30D | -81.2% | -2.0% | -79.2% | -81.0% |
| 3M | -82.3% | -2.8% | -79.5% | -82.0% |
| 6M | -59.2% | +2.2% | -61.4% | -59.9% |
| YTD | -63.2% | +11.5% | -74.8% | -66.0% |
| 1Y | -88.1% | +13.5% | -101.6% | -89.1% |
| All | -90.0% | +28.2% | -118.2% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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