-34.9%
JOBY vs CG
+94.4%
-129.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +3.0% |
| 7D | +2.2% | -1.3% | +3.5% | +3.1% |
| 30D | -20.8% | -3.2% | -17.7% | -19.2% |
| 3M | -29.5% | +6.2% | -35.7% | -33.2% |
| 6M | -28.4% | -4.7% | -23.7% | -27.1% |
| YTD | -48.2% | -20.6% | -27.6% | -39.5% |
| 1Y | -49.1% | -26.4% | -22.7% | -37.2% |
| 3Y | -6.3% | +55.4% | -61.7% | -34.3% |
| 5Y | -27.2% | +9.8% | -37.1% | -37.6% |
| All | -34.9% | +94.4% | -129.3% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling