-51.6%
JOBY vs CFG
+171.5%
-223.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.2% |
| 7D | -14.3% | +3.2% | -17.5% | -15.9% |
| 30D | +10.2% | +5.1% | +5.1% | +6.7% |
| 3M | -38.5% | -11.2% | -27.3% | -34.0% |
| 6M | -54.1% | +9.6% | -63.6% | -57.2% |
| YTD | -61.5% | +15.0% | -76.5% | -65.2% |
| 1Y | -65.7% | +29.9% | -95.5% | -71.3% |
| 3Y | -7.0% | +192.1% | -199.1% | -49.2% |
| 5Y | -44.2% | +62.3% | -106.5% | -60.4% |
| All | -51.6% | +171.5% | -223.1% | -68.0% |
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