You are being willfully ignorant (or just ignorant). Being a Jew is both a religious and ethnic identity. My wife is Jewish, but also a Christian. The apostles did not stop being Jews when they were saved - they were just no longer under the Mosaic law (Old Testament) but under grace (New Testament).
And since "Christian" means "follower of Christ", Jesus couldn't actually be called a Christian, could He? He doesn't follow Himself, after all...
good grief, no one here is discussing ethnicity, were discussing Religion....of Course they remained Ethnic Jews, but spiritually they becamne Christians and YES, Christ was a Christian because he followed what He taught......sheesh!!!