+0.4%
CCL vs JOBY
-33.6%
+34.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -4.3% | -8.2% | +3.8% | -2.1% |
| 30D | -19.0% | -25.1% | +6.1% | -12.5% |
| 3M | -13.1% | -28.8% | +15.7% | -5.8% |
| 6M | -13.3% | -36.1% | +22.8% | -4.4% |
| YTD | -25.2% | -52.2% | +27.0% | -12.3% |
| 1Y | -27.2% | -52.4% | +25.2% | -16.7% |
| 3Y | +49.2% | -13.6% | +62.8% | +20.4% |
| 5Y | +0.4% | -32.2% | +32.5% | -29.2% |
| All | +0.4% | -33.6% | +34.0% | -29.2% |
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