-12.2%
JOBY vs CLX
-36.5%
+24.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | -5.2% | -5.7% | +0.5% | -4.4% |
| 30D | -19.7% | -17.0% | -2.7% | -17.5% |
| 3M | -31.7% | -9.7% | -22.1% | -30.6% |
| 6M | -37.5% | -19.8% | -17.7% | -35.9% |
| YTD | -51.6% | -9.8% | -41.7% | -51.3% |
| 1Y | -53.3% | -26.2% | -27.1% | -51.2% |
| 3Y | -12.2% | -36.2% | +24.0% | -17.8% |
| All | -12.2% | -36.5% | +24.2% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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