-38.9%
JOBY vs CLBK
+90.9%
-129.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.9% | -5.5% |
| 7D | -5.9% | -1.5% | -4.4% | -5.2% |
| 30D | -27.1% | +6.7% | -33.8% | -29.5% |
| 3M | -30.7% | +21.2% | -51.9% | -37.2% |
| 6M | -36.1% | +42.0% | -78.0% | -46.3% |
| YTD | -51.4% | +63.3% | -114.6% | -62.0% |
| 1Y | -52.2% | +65.4% | -117.5% | -63.0% |
| 3Y | -12.1% | +52.5% | -64.5% | -29.4% |
| 5Y | -31.1% | +42.0% | -73.1% | -46.7% |
| All | -38.9% | +90.9% | -129.8% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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