-35.8%
JOBY vs CF
+423.4%
-459.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.4% |
| 7D | -3.4% | +6.0% | -9.4% | -4.3% |
| 30D | -13.6% | +14.8% | -28.4% | -15.4% |
| 3M | -39.5% | +14.1% | -53.6% | -40.9% |
| 6M | -31.9% | +28.5% | -60.4% | -37.0% |
| YTD | -48.9% | +74.9% | -123.9% | -56.4% |
| 1Y | -48.5% | +61.7% | -110.2% | -55.2% |
| 3Y | -8.0% | +80.3% | -88.4% | -23.6% |
| 5Y | -33.7% | +226.0% | -259.6% | -55.4% |
| All | -35.8% | +423.4% | -459.2% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling