+4,598.6%
CLS vs JOBY
-41.1%
+4,639.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.1% | +7.2% | +2.3% |
| 7D | +20.1% | -5.9% | +26.0% | +21.5% |
| 30D | +6.0% | -27.1% | +33.2% | +12.6% |
| 3M | -10.3% | -30.7% | +20.5% | -4.1% |
| 6M | +24.5% | -36.1% | +60.6% | +34.4% |
| YTD | +12.9% | -51.4% | +64.2% | +27.2% |
| 1Y | +36.7% | -52.2% | +88.8% | +53.0% |
| 3Y | +1,328.1% | -12.1% | +1,340.1% | +1,254.7% |
| 5Y | +3,682.3% | -31.1% | +3,713.4% | +3,331.3% |
| All | +4,598.6% | -41.1% | +4,639.7% | +4,373.1% |
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