+71.1%
CIFR vs JOBY
-41.4%
+112.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.1% |
| 7D | -5.0% | -5.2% | +0.2% | -2.5% |
| 30D | -5.7% | -19.7% | +14.0% | +4.1% |
| 3M | -25.5% | -31.7% | +6.2% | -11.8% |
| 6M | +19.4% | -37.5% | +57.0% | +44.9% |
| YTD | +14.2% | -51.6% | +65.8% | +55.7% |
| 1Y | +69.0% | -53.3% | +122.3% | +131.9% |
| 3Y | +503.9% | -12.2% | +516.2% | +476.5% |
| 5Y | +27.7% | -31.3% | +58.9% | +1.1% |
| All | +71.1% | -41.4% | +112.4% | +35.8% |
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