+580.6%
CVNA vs JOBY
-13.5%
+594.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | -7.3% | -5.2% | -2.1% | -5.9% |
| 30D | -4.6% | -19.7% | +15.1% | +1.3% |
| 3M | +2.0% | -31.7% | +33.7% | +12.3% |
| 6M | +11.7% | -37.5% | +49.3% | +24.1% |
| YTD | -18.1% | -51.6% | +33.5% | -3.8% |
| 1Y | -2.4% | -53.3% | +50.9% | +13.4% |
| 3Y | +580.6% | -12.2% | +592.8% | +434.5% |
| All | +580.6% | -13.5% | +594.1% | +434.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling