-2.2%
JOBY vs CLF
-20.4%
+18.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.5% | -8.7% | -9.0% |
| 7D | +0.8% | +16.0% | -15.2% | -3.1% |
| 30D | +7.9% | +1.6% | +6.2% | +5.9% |
| 3M | -32.9% | +6.7% | -39.6% | -35.6% |
| 6M | -49.1% | +21.1% | -70.2% | -53.4% |
| YTD | -59.5% | -1.6% | -58.0% | -61.4% |
| 1Y | -67.2% | +18.5% | -85.7% | -70.3% |
| All | -2.2% | -20.4% | +18.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 3y: compounded portfolio wealth divided by compounded CLF 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…
3y analysis · Full analysis span regression · 6 months rolling