-39.9%
JOBY vs CFG
+187.4%
-227.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -8.2% | -1.7% | -6.5% | -7.2% |
| 30D | -25.1% | -4.6% | -20.5% | -23.0% |
| 3M | -28.8% | +7.9% | -36.7% | -32.5% |
| 6M | -36.1% | +19.9% | -56.0% | -43.5% |
| YTD | -52.2% | +21.7% | -73.9% | -58.2% |
| 1Y | -52.4% | +38.4% | -90.9% | -61.4% |
| 3Y | -13.6% | +187.0% | -200.6% | -52.8% |
| 5Y | -32.2% | +99.5% | -131.7% | -55.8% |
| All | -39.9% | +187.4% | -227.3% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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