-88.1%
CJMB vs VT
-5.0%
-83.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -4.1% | -10.6% | -18.3% |
| 7D | -34.6% | -4.2% | -30.4% | -39.6% |
| 30D | -87.7% | -5.8% | -81.9% | -89.3% |
| All | -88.1% | -5.0% | -83.1% | -89.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling