+117.1%
CME vs JOBY
-37.2%
+154.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.1% |
| 7D | -2.9% | +2.2% | -5.1% | -2.9% |
| 30D | +5.5% | -20.8% | +26.4% | +5.8% |
| 3M | +11.0% | -29.5% | +40.5% | +11.4% |
| 6M | -9.7% | -28.4% | +18.7% | -9.5% |
| YTD | +4.9% | -48.2% | +53.0% | +5.6% |
| 1Y | +10.1% | -49.1% | +59.2% | +10.7% |
| 3Y | +53.5% | -6.3% | +59.8% | +50.3% |
| 5Y | +77.2% | -27.2% | +104.4% | +69.0% |
| All | +117.1% | -37.2% | +154.4% | +99.4% |
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