-38.9%
JOBY vs CF
+442.1%
-480.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.8% | -9.0% | -6.5% |
| 7D | -5.9% | -0.8% | -5.0% | -5.8% |
| 30D | -27.1% | +14.3% | -41.4% | -28.6% |
| 3M | -30.7% | +27.9% | -58.6% | -33.7% |
| 6M | -36.1% | +25.5% | -61.6% | -40.2% |
| YTD | -51.4% | +81.2% | -132.6% | -58.7% |
| 1Y | -52.2% | +66.5% | -118.7% | -58.5% |
| 3Y | -12.1% | +76.7% | -88.7% | -26.4% |
| 5Y | -31.1% | +237.8% | -268.9% | -53.9% |
| All | -38.9% | +442.1% | -480.9% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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