-56.6%
CJMB vs VT
+23.3%
-79.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | +62.3% | +1.0% | +61.3% | +61.4% |
| 3M | +153.6% | +2.4% | +151.2% | +151.1% |
| 6M | +31.1% | +12.0% | +19.1% | +16.7% |
| YTD | +90.1% | +15.3% | +74.8% | +70.4% |
| 1Y | -56.6% | +22.6% | -79.2% | -59.2% |
| All | -56.6% | +23.3% | -79.9% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling