+427.2%
CAT vs JOBY
-38.2%
+465.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.0% |
| 7D | +1.7% | -3.4% | +5.1% | +2.1% |
| 30D | -6.6% | -13.6% | +7.0% | -5.0% |
| 3M | -13.3% | -39.5% | +26.2% | -8.4% |
| 6M | +11.6% | -31.9% | +43.5% | +15.6% |
| YTD | +42.9% | -48.9% | +91.9% | +52.3% |
| 1Y | +95.4% | -48.5% | +144.0% | +106.9% |
| 3Y | +196.6% | -8.0% | +204.6% | +181.6% |
| 5Y | +321.7% | -33.7% | +355.3% | +289.8% |
| All | +427.2% | -38.2% | +465.4% | +385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling