+10.9%
CMG vs JOBY
-67.8%
+78.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.7% | +5.6% |
| 7D | +22.5% | -0.6% | +23.1% | +22.5% |
| 30D | +14.1% | -12.6% | +26.7% | +15.1% |
| 3M | +4.1% | -36.6% | +40.7% | +6.7% |
| 6M | +10.1% | -43.0% | +53.1% | +11.0% |
| YTD | -4.9% | -61.7% | +56.9% | -0.5% |
| 1Y | +10.9% | -65.8% | +76.7% | +16.2% |
| All | +10.9% | -67.8% | +78.7% | +16.2% |
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