+70.0%
CVS vs JOBY
-41.1%
+111.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.6% |
| 7D | -1.9% | -5.9% | +4.0% | -1.8% |
| 30D | -0.3% | -27.1% | +26.8% | +0.5% |
| 3M | -1.1% | -30.7% | +29.6% | -0.3% |
| 6M | +23.7% | -36.1% | +59.8% | +24.7% |
| YTD | +23.0% | -51.4% | +74.4% | +24.7% |
| 1Y | +37.2% | -52.2% | +89.3% | +38.8% |
| 3Y | +62.4% | -12.1% | +74.5% | +58.3% |
| 5Y | +31.8% | -31.1% | +62.9% | +26.8% |
| All | +70.0% | -41.1% | +111.1% | +51.3% |
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