-44.6%
CJMB price history and return analytics
+35.2%
-79.8%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +15.2% | -0.7% | +15.9% | +15.5% |
| 3M | +198.7% | +4.0% | +194.7% | +190.6% |
| 6M | +29.7% | +12.3% | +17.4% | +20.9% |
| YTD | +104.5% | +14.0% | +90.5% | +90.6% |
| 1Y | -50.7% | +20.3% | -71.0% | -54.7% |
| All | -44.6% | +35.2% | -79.8% | -45.4% |
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