+81.0%
CVNA vs JOBY
-42.1%
+123.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.6% |
| 7D | -4.3% | -8.2% | +3.9% | -1.3% |
| 30D | -2.4% | -25.1% | +22.7% | +8.4% |
| 3M | +4.5% | -28.8% | +33.3% | +16.9% |
| 6M | +10.2% | -36.1% | +46.4% | +25.3% |
| YTD | -16.7% | -52.2% | +35.5% | +3.6% |
| 1Y | -3.8% | -52.4% | +48.7% | +16.1% |
| 3Y | +648.3% | -13.6% | +661.9% | +461.0% |
| 5Y | +6.6% | -32.2% | +38.7% | -36.3% |
| All | +81.0% | -42.1% | +123.1% | +15.0% |
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