-92.5%
CJMB vs VOO
+29.1%
-121.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.3% | +6.4% | +6.9% |
| 7D | -7.8% | -0.9% | -6.8% | -7.0% |
| 30D | -86.3% | -2.3% | -83.9% | -86.1% |
| 3M | -83.9% | -1.2% | -82.7% | -83.8% |
| 6M | -71.1% | +3.3% | -74.5% | -71.8% |
| YTD | -72.2% | +12.3% | -84.5% | -74.3% |
| 1Y | -92.1% | +12.5% | -104.6% | -92.7% |
| All | -92.5% | +29.1% | -121.6% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling