-31.1%
JOBY vs CFG
+99.7%
-130.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.3% | -5.6% |
| 7D | -5.9% | -0.6% | -5.3% | -5.5% |
| 30D | -27.1% | -4.5% | -22.6% | -25.0% |
| 3M | -30.7% | +6.3% | -37.1% | -34.0% |
| 6M | -36.1% | +20.6% | -56.7% | -44.3% |
| YTD | -51.4% | +21.2% | -72.6% | -57.9% |
| 1Y | -52.2% | +38.2% | -90.3% | -61.9% |
| 3Y | -12.1% | +185.9% | -198.0% | -54.9% |
| 5Y | -31.1% | +97.0% | -128.1% | -56.4% |
| All | -31.1% | +99.7% | -130.8% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling