-12.2%
JOBY vs CAG
-39.7%
+27.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.1% |
| 7D | -5.2% | -5.7% | +0.5% | -6.8% |
| 30D | -19.7% | -2.4% | -17.3% | -20.3% |
| 3M | -31.7% | +9.8% | -41.5% | -29.3% |
| 6M | -37.5% | -10.8% | -26.7% | -38.9% |
| YTD | -51.6% | -10.8% | -40.8% | -52.4% |
| 1Y | -53.3% | -19.0% | -34.3% | -55.2% |
| 3Y | -12.2% | -39.7% | +27.5% | -31.9% |
| All | -12.2% | -39.7% | +27.5% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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