-35.8%
JOBY vs CL
+21.3%
-57.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -2.1% |
| 7D | -3.4% | -2.2% | -1.3% | -3.7% |
| 30D | -13.6% | -4.8% | -8.8% | -14.1% |
| 3M | -39.5% | +4.9% | -44.4% | -39.3% |
| 6M | -31.9% | -5.7% | -26.1% | -32.2% |
| YTD | -48.9% | +14.4% | -63.3% | -48.4% |
| 1Y | -48.5% | +8.7% | -57.3% | -47.9% |
| 3Y | -8.0% | +30.0% | -38.0% | -8.6% |
| 5Y | -33.7% | +28.4% | -62.0% | -35.8% |
| All | -35.8% | +21.3% | -57.1% | -37.4% |
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