-35.8%
JOBY vs CFG
+192.1%
-227.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -3.4% | +1.5% | -5.0% | -4.3% |
| 30D | -13.6% | -3.8% | -9.8% | -11.7% |
| 3M | -39.5% | +11.5% | -51.0% | -43.9% |
| 6M | -31.9% | +19.2% | -51.0% | -39.5% |
| YTD | -48.9% | +23.7% | -72.6% | -55.8% |
| 1Y | -48.5% | +38.8% | -87.4% | -58.4% |
| 3Y | -8.0% | +178.9% | -187.0% | -49.3% |
| 5Y | -33.7% | +101.8% | -135.4% | -57.2% |
| All | -35.8% | +192.1% | -227.9% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling