-93.0%
CJMB vs VT
+28.3%
-121.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -4.1% | -10.6% | -12.9% |
| 7D | -34.6% | -4.2% | -30.4% | -33.2% |
| 30D | -87.7% | -5.8% | -81.9% | -87.4% |
| 3M | -78.0% | -5.2% | -72.8% | -77.5% |
| 6M | -74.5% | +0.1% | -74.6% | -74.7% |
| YTD | -74.2% | +8.2% | -82.5% | -75.5% |
| 1Y | -92.8% | +10.1% | -102.9% | -93.1% |
| All | -93.0% | +28.3% | -121.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling