They were Jewish until they called themselves something different. We know they called themselves Jews until at least the trashing of the temple, so around 70 ad or so. After that, I think the historians say they start to change their names. Not sure if it was always Christians as the name they chose. It’s interesting, I’ll start looking it up.

Edit: This wikipedia page and its sources have some interesting tidbits: https://en.wikipedia.org/wiki/Jewish_Christianity