-51.6%
JOBY vs CASY
+292.1%
-343.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.6% | -5.1% |
| 7D | -14.3% | +3.6% | -17.9% | -15.3% |
| 30D | +10.2% | +9.1% | +1.1% | +7.0% |
| 3M | -38.5% | -16.5% | -22.0% | -35.1% |
| 6M | -54.1% | -19.7% | -34.4% | -51.3% |
| YTD | -61.5% | +29.3% | -90.8% | -66.9% |
| 1Y | -65.7% | +33.1% | -98.8% | -70.9% |
| 3Y | -7.0% | +158.5% | -165.5% | -42.3% |
| 5Y | -44.2% | +266.7% | -310.9% | -70.8% |
| All | -51.6% | +292.1% | -343.7% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling