-44.9%
CJMB vs VOO
+28.5%
-73.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +7.1% | -2.0% | +9.1% | +8.1% |
| 30D | +17.7% | -1.7% | +19.4% | +18.6% |
| 3M | +196.6% | +4.7% | +191.8% | +184.5% |
| 6M | +28.4% | +12.6% | +15.9% | +17.2% |
| YTD | +103.6% | +11.8% | +91.8% | +88.2% |
| 1Y | -55.0% | +17.5% | -72.5% | -59.0% |
| All | -44.9% | +28.5% | -73.3% | -44.6% |
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