-51.6%
JOBY vs CL
+37.0%
-88.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -4.6% |
| 7D | -14.3% | +3.2% | -17.6% | -13.9% |
| 30D | +10.2% | +8.0% | +2.2% | +11.5% |
| 3M | -38.5% | +7.9% | -46.4% | -37.7% |
| 6M | -54.1% | +14.7% | -68.8% | -53.1% |
| YTD | -61.5% | +29.2% | -90.7% | -60.4% |
| 1Y | -65.7% | +29.5% | -95.2% | -64.6% |
| 3Y | -7.0% | +40.7% | -47.6% | -5.4% |
| 5Y | -44.2% | +43.9% | -88.0% | -44.9% |
| All | -51.6% | +37.0% | -88.6% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling