+19.6%
CME vs JOBY
-67.8%
+87.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +1.6% |
| 7D | +4.8% | -0.6% | +5.4% | +4.8% |
| 30D | +14.2% | -12.6% | +26.8% | +13.7% |
| 3M | +17.9% | -36.6% | +54.6% | +16.3% |
| 6M | +7.2% | -43.0% | +50.2% | +5.4% |
| YTD | +16.7% | -61.7% | +78.5% | +15.0% |
| 1Y | +19.6% | -65.8% | +85.3% | +18.2% |
| All | +19.6% | -67.8% | +87.4% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling