-38.9%
JOBY vs CAG
-44.5%
+5.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.0% | -5.2% | -6.4% |
| 7D | -5.9% | -6.6% | +0.7% | -7.3% |
| 30D | -27.1% | +2.3% | -29.4% | -26.7% |
| 3M | -30.7% | +16.3% | -47.0% | -28.0% |
| 6M | -36.1% | -16.0% | -20.0% | -37.8% |
| YTD | -51.4% | -7.7% | -43.7% | -51.6% |
| 1Y | -52.2% | -16.0% | -36.1% | -53.1% |
| 3Y | -12.1% | -37.7% | +25.6% | -19.9% |
| 5Y | -31.1% | -41.2% | +10.1% | -39.2% |
| All | -38.9% | -44.5% | +5.6% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling