-41.3%
JOBY vs CLF
-41.3%
0.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.5% | -8.7% | -9.0% |
| 7D | +0.8% | +16.0% | -15.2% | -3.9% |
| 30D | +7.9% | +1.6% | +6.2% | +5.5% |
| 3M | -32.9% | +6.7% | -39.6% | -36.1% |
| 6M | -49.1% | +21.1% | -70.2% | -54.3% |
| YTD | -59.5% | -1.6% | -58.0% | -61.8% |
| 1Y | -67.2% | +18.5% | -85.7% | -71.0% |
| 3Y | +2.9% | -21.0% | +23.9% | -2.3% |
| 5Y | -41.3% | -41.4% | +0.1% | -47.0% |
| All | -41.3% | -41.3% | 0.0% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling