-3.1%
CMG vs JOBY
-32.0%
+29.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -2.1% | -5.2% | +3.1% | -1.5% |
| 30D | +10.9% | -19.7% | +30.6% | +13.3% |
| 3M | +15.8% | -31.7% | +47.6% | +19.7% |
| 6M | +6.9% | -37.5% | +44.5% | +10.7% |
| YTD | -2.2% | -51.6% | +49.4% | +3.6% |
| 1Y | -7.1% | -53.3% | +46.2% | -2.2% |
| 3Y | -7.1% | -12.2% | +5.1% | -15.1% |
| All | -3.1% | -32.0% | +29.0% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling