-2.8%
CRM vs JOBY
-41.4%
+38.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.8% |
| 7D | -4.4% | -5.2% | +0.8% | -3.8% |
| 30D | +28.1% | -19.7% | +47.9% | +31.5% |
| 3M | +48.8% | -31.7% | +80.6% | +54.8% |
| 6M | +28.3% | -37.5% | +65.8% | +33.6% |
| YTD | -6.0% | -51.6% | +45.6% | +0.7% |
| 1Y | +1.4% | -53.3% | +54.7% | +7.9% |
| 3Y | +11.8% | -12.2% | +24.1% | +0.8% |
| 5Y | -2.0% | -31.3% | +29.3% | -18.9% |
| All | -2.8% | -41.4% | +38.6% | -19.2% |
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 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