-35.8%
JOBY vs CLF
+39.7%
-75.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.4% |
| 7D | -3.4% | +7.6% | -11.0% | -5.5% |
| 30D | -13.6% | -1.2% | -12.4% | -13.5% |
| 3M | -39.5% | -13.4% | -26.1% | -37.6% |
| 6M | -31.9% | +15.4% | -47.3% | -35.6% |
| YTD | -48.9% | -5.9% | -43.1% | -49.6% |
| 1Y | -48.5% | +18.8% | -67.4% | -52.7% |
| 3Y | -8.0% | -19.4% | +11.4% | -11.4% |
| 5Y | -33.7% | -47.7% | +14.1% | -33.0% |
| All | -35.8% | +39.7% | -75.5% | -36.3% |
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