-11.8%
JOBY vs CLF
-16.3%
+4.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.5% | -5.7% |
| 7D | -5.9% | -2.7% | -3.2% | -5.1% |
| 30D | -27.1% | -3.2% | -23.9% | -26.6% |
| 3M | -30.7% | -5.0% | -25.8% | -30.5% |
| 6M | -36.1% | +26.6% | -62.7% | -41.1% |
| YTD | -51.4% | -9.0% | -42.4% | -51.6% |
| 1Y | -52.2% | +11.8% | -64.0% | -55.2% |
| All | -11.8% | -16.3% | +4.5% | -19.0% |
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