-51.6%
JOBY vs CLF
+41.3%
-93.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.0% |
| 7D | -14.3% | +10.4% | -24.7% | -16.6% |
| 30D | +10.2% | +0.6% | +9.6% | +8.4% |
| 3M | -38.5% | +4.1% | -42.6% | -40.6% |
| 6M | -54.1% | +15.1% | -69.2% | -57.4% |
| YTD | -61.5% | -4.7% | -56.8% | -62.9% |
| 1Y | -65.7% | +20.4% | -86.0% | -69.0% |
| 3Y | -7.0% | -23.4% | +16.4% | -10.8% |
| 5Y | -44.2% | -43.3% | -0.9% | -45.0% |
| All | -51.6% | +41.3% | -93.0% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling