-43.6%
JOBY vs CF
+380.2%
-423.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -4.5% |
| 7D | +22.1% | +4.8% | +17.3% | +21.3% |
| 30D | +8.8% | +9.7% | -0.9% | +7.3% |
| 3M | -32.8% | +1.2% | -34.0% | -33.2% |
| 6M | -45.5% | +7.4% | -52.9% | -46.7% |
| YTD | -55.2% | +60.5% | -115.7% | -61.3% |
| 1Y | -62.5% | +50.7% | -113.2% | -67.1% |
| 3Y | +14.1% | +64.8% | -50.7% | -4.2% |
| 5Y | -35.9% | +115.8% | -151.7% | -51.8% |
| All | -43.6% | +380.2% | -423.9% | -65.0% |
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