-34.9%
JOBY vs CCI
-40.8%
+6.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +2.2% | +0.2% | +2.1% | +2.2% |
| 30D | -20.8% | +0.5% | -21.3% | -21.0% |
| 3M | -29.5% | -16.3% | -13.2% | -25.4% |
| 6M | -28.4% | -13.9% | -14.4% | -25.5% |
| YTD | -48.2% | -12.4% | -35.7% | -46.8% |
| 1Y | -49.1% | -15.2% | -33.9% | -47.0% |
| 3Y | -6.3% | -9.9% | +3.6% | -9.9% |
| 5Y | -27.2% | -50.8% | +23.6% | -11.0% |
| All | -34.9% | -40.8% | +6.0% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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