-92.6%
CJMB vs VT
+12.0%
-104.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.4% |
| 7D | -20.9% | -0.1% | -20.8% | -20.3% |
| 30D | -87.4% | -3.1% | -84.4% | -87.2% |
| 3M | -85.4% | -3.5% | -81.9% | -85.2% |
| 6M | -74.8% | +0.5% | -75.3% | -75.2% |
| YTD | -74.1% | +10.8% | -84.9% | -76.1% |
| All | -92.6% | +12.0% | -104.6% | -93.0% |
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