-92.7%
CJMB price history and return analytics
+31.9%
-124.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.6% | +3.4% | +4.8% |
| 7D | -14.2% | +0.4% | -14.6% | -14.1% |
| 30D | -86.8% | -2.6% | -84.2% | -86.7% |
| 3M | -80.8% | -3.2% | -77.6% | -80.6% |
| 6M | -73.6% | +0.9% | -74.5% | -73.9% |
| YTD | -72.9% | +11.3% | -84.2% | -74.5% |
| 1Y | -92.5% | +14.0% | -106.5% | -92.9% |
| All | -92.7% | +31.9% | -124.6% | -92.7% |
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