-39.1%
JOBY vs CBRE
+145.3%
-184.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.6% | 0.0% |
| 7D | -5.2% | -5.0% | -0.2% | -1.9% |
| 30D | -19.7% | -4.7% | -15.0% | -17.4% |
| 3M | -31.7% | +6.5% | -38.3% | -36.2% |
| 6M | -37.5% | +6.1% | -43.6% | -41.8% |
| YTD | -51.6% | -12.6% | -39.0% | -48.9% |
| 1Y | -53.3% | -15.3% | -38.0% | -49.7% |
| 3Y | -12.2% | +64.6% | -76.8% | -44.8% |
| 5Y | -31.3% | +45.0% | -76.3% | -54.6% |
| All | -39.1% | +145.3% | -184.4% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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