+214.2%
CAT vs JOBY
-42.9%
+257.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.2% | +9.8% | +1.8% |
| 7D | +9.3% | +0.8% | +8.6% | +9.1% |
| 30D | -21.5% | +7.9% | -29.4% | -22.4% |
| 3M | -29.1% | -32.9% | +3.8% | -25.7% |
| 6M | -33.4% | -49.1% | +15.7% | -28.2% |
| YTD | +6.6% | -59.5% | +66.1% | +16.9% |
| 1Y | +6.5% | -67.2% | +73.8% | +19.5% |
| 3Y | +162.7% | +2.9% | +159.8% | +148.1% |
| 5Y | +214.2% | -41.3% | +255.5% | +187.7% |
| All | +214.2% | -42.9% | +257.1% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 5y: compounded portfolio wealth divided by compounded JOBY 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…
5y analysis · Full analysis span regression · 6 months rolling