-39.9%
JOBY vs CL
+20.1%
-60.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -8.2% | -2.4% | -5.7% | -8.4% |
| 30D | -25.1% | -4.8% | -20.3% | -25.5% |
| 3M | -28.8% | -1.7% | -27.1% | -28.9% |
| 6M | -36.1% | -3.8% | -32.3% | -36.3% |
| YTD | -52.2% | +13.3% | -65.5% | -51.7% |
| 1Y | -52.4% | +8.3% | -60.7% | -51.9% |
| 3Y | -13.6% | +28.8% | -42.4% | -14.2% |
| 5Y | -32.2% | +28.5% | -60.7% | -34.6% |
| All | -39.9% | +20.1% | -60.0% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling