+20.1%
CCL vs JOBY
-41.4%
+61.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +0.9% |
| 7D | -3.2% | -5.2% | +2.0% | -1.9% |
| 30D | -17.8% | -19.7% | +1.9% | -13.1% |
| 3M | -18.7% | -31.7% | +13.1% | -11.4% |
| 6M | -11.4% | -37.5% | +26.1% | -2.3% |
| YTD | -24.3% | -51.6% | +27.3% | -12.3% |
| 1Y | -28.8% | -53.3% | +24.5% | -18.7% |
| 3Y | +49.3% | -12.2% | +61.6% | +23.5% |
| 5Y | +1.6% | -31.3% | +32.9% | -25.8% |
| All | +20.1% | -41.4% | +61.5% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling