-90.0%
CJMB price history and return analytics
+31.6%
-121.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.3% | +8.5% | +8.3% |
| 7D | +43.7% | +2.4% | +41.3% | +42.2% |
| 30D | -81.2% | -1.5% | -79.7% | -81.1% |
| 3M | -82.3% | -4.1% | -78.1% | -82.0% |
| 6M | -59.2% | +0.6% | -59.8% | -59.5% |
| YTD | -63.2% | +11.0% | -74.3% | -65.4% |
| 1Y | -88.1% | +13.3% | -101.5% | -88.9% |
| All | -90.0% | +31.6% | -121.7% | -90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling