-34.9%
JOBY vs CDW
+10.8%
-45.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +4.1% |
| 7D | +2.2% | -3.9% | +6.1% | +4.1% |
| 30D | -20.8% | +6.9% | -27.7% | -23.9% |
| 3M | -29.5% | +7.7% | -37.2% | -33.8% |
| 6M | -28.4% | +18.3% | -46.7% | -40.5% |
| YTD | -48.2% | +7.8% | -55.9% | -54.5% |
| 1Y | -49.1% | -12.2% | -36.9% | -47.5% |
| 3Y | -6.3% | -28.9% | +22.6% | +10.3% |
| 5Y | -27.2% | -22.8% | -4.5% | -23.5% |
| All | -34.9% | +10.8% | -45.6% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling