-48.5%
CJMB vs VOO
+30.5%
-79.1%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +62.3% | +0.1% | +62.2% | +62.2% |
| 3M | +153.6% | +2.0% | +151.6% | +150.6% |
| 6M | +31.1% | +13.0% | +18.0% | +19.5% |
| YTD | +90.1% | +13.6% | +76.5% | +74.4% |
| 1Y | -56.6% | +20.1% | -76.7% | -60.8% |
| All | -48.5% | +30.5% | -79.1% | -48.7% |
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