-31.1%
JOBY vs CLF
-47.6%
+16.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.5% | -5.6% |
| 7D | -5.9% | -2.7% | -3.2% | -5.0% |
| 30D | -27.1% | -3.2% | -23.9% | -26.5% |
| 3M | -30.7% | -5.0% | -25.8% | -30.6% |
| 6M | -36.1% | +26.6% | -62.7% | -41.9% |
| YTD | -51.4% | -9.0% | -42.4% | -51.7% |
| 1Y | -52.2% | +11.8% | -64.0% | -56.1% |
| 3Y | -12.1% | -15.1% | +3.0% | -17.7% |
| 5Y | -31.1% | -48.2% | +17.1% | -31.8% |
| All | -31.1% | -47.6% | +16.5% | -31.8% |
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