+87.9%
CIFR vs JOBY
-37.2%
+125.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +3.7% |
| 7D | +26.7% | +2.2% | +24.5% | +25.5% |
| 30D | +7.7% | -20.8% | +28.6% | +19.0% |
| 3M | -23.8% | -29.5% | +5.7% | -11.0% |
| 6M | +35.9% | -28.4% | +64.3% | +54.9% |
| YTD | +25.4% | -48.2% | +73.6% | +65.6% |
| 1Y | +139.8% | -49.1% | +188.8% | +215.7% |
| 3Y | +515.0% | -6.3% | +521.3% | +468.9% |
| 5Y | +52.1% | -27.2% | +79.3% | +16.6% |
| All | +87.9% | -37.2% | +125.2% | +44.5% |
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