+41.3%
CMG vs JOBY
-42.1%
+83.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | -3.8% | -8.2% | +4.3% | -3.1% |
| 30D | +12.9% | -25.1% | +38.0% | +15.9% |
| 3M | +18.8% | -28.8% | +47.6% | +21.9% |
| 6M | +4.1% | -36.1% | +40.2% | +7.2% |
| YTD | -2.4% | -52.2% | +49.8% | +3.1% |
| 1Y | -6.7% | -52.4% | +45.7% | -2.3% |
| 3Y | -7.1% | -13.6% | +6.4% | -14.1% |
| 5Y | -5.0% | -32.2% | +27.2% | -18.7% |
| All | +41.3% | -42.1% | +83.4% | +18.1% |
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