-39.1%
JOBY vs CG
+79.1%
-118.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.5% |
| 7D | -5.2% | -9.9% | +4.7% | +2.2% |
| 30D | -19.7% | -11.7% | -8.1% | -12.4% |
| 3M | -31.7% | -4.3% | -27.4% | -30.1% |
| 6M | -37.5% | -8.8% | -28.8% | -34.3% |
| YTD | -51.6% | -26.9% | -24.7% | -40.0% |
| 1Y | -53.3% | -35.4% | -17.9% | -36.7% |
| 3Y | -12.2% | +43.0% | -55.3% | -34.6% |
| 5Y | -31.3% | +1.9% | -33.2% | -37.6% |
| All | -39.1% | +79.1% | -118.3% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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