+1.0%
JOBY vs CART
+14.3%
-13.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +3.4% |
| 7D | +2.2% | -4.1% | +6.3% | +3.5% |
| 30D | -20.8% | -4.3% | -16.5% | -19.8% |
| 3M | -29.5% | +13.1% | -42.6% | -32.5% |
| 6M | -28.4% | +26.0% | -54.4% | -34.7% |
| YTD | -48.2% | +6.7% | -54.9% | -50.2% |
| 1Y | -49.1% | +6.3% | -55.3% | -51.7% |
| All | +1.0% | +14.3% | -13.3% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 5y: compounded portfolio wealth divided by compounded CART 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…
5y analysis · Full analysis span regression · 6 months rolling