-90.8%
CJMB vs VOO
+28.7%
-119.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.0% | -0.3% | +22.3% | +22.2% |
| 7D | +31.8% | +3.3% | +28.5% | +29.6% |
| 30D | -82.5% | -2.7% | -79.8% | -82.2% |
| 3M | -82.8% | -1.7% | -81.0% | -82.7% |
| 6M | -63.4% | +3.1% | -66.5% | -64.3% |
| YTD | -66.0% | +11.9% | -78.0% | -68.6% |
| 1Y | -90.1% | +12.1% | -102.1% | -90.8% |
| All | -90.8% | +28.7% | -119.5% | -90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling