-93.0%
CJMB price history and return analytics
+31.3%
-124.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.4% |
| 7D | -20.9% | -0.1% | -20.8% | -20.6% |
| 30D | -87.4% | -3.1% | -84.4% | -87.3% |
| 3M | -85.4% | -3.5% | -81.9% | -85.2% |
| 6M | -74.8% | +0.5% | -75.3% | -75.0% |
| YTD | -74.1% | +10.8% | -84.9% | -75.6% |
| 1Y | -92.6% | +11.9% | -104.5% | -93.0% |
| All | -93.0% | +31.3% | -124.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling