-27.7%
JOBY vs CAI
-9.9%
-17.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +0.9% |
| 7D | -5.2% | -2.9% | -2.3% | -4.4% |
| 30D | -19.7% | +9.3% | -29.1% | -21.8% |
| 3M | -31.7% | +35.2% | -67.0% | -37.5% |
| 6M | -37.5% | +30.7% | -68.3% | -43.7% |
| YTD | -51.6% | -9.8% | -41.8% | -50.9% |
| 1Y | -53.3% | -28.9% | -24.4% | -49.3% |
| All | -27.7% | -9.9% | -17.9% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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