-39.1%
JOBY vs CDW
+17.9%
-57.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.6% | -2.6% |
| 7D | -5.2% | +0.9% | -6.1% | -5.9% |
| 30D | -19.7% | +13.1% | -32.8% | -25.0% |
| 3M | -31.7% | +19.7% | -51.4% | -39.4% |
| 6M | -37.5% | +30.7% | -68.3% | -51.1% |
| YTD | -51.6% | +14.7% | -66.3% | -58.8% |
| 1Y | -53.3% | -5.3% | -48.0% | -53.8% |
| 3Y | -12.2% | -23.8% | +11.6% | -0.5% |
| 5Y | -31.3% | -16.8% | -14.5% | -30.5% |
| All | -39.1% | +17.9% | -57.1% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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