-38.9%
JOBY vs CLX
-46.6%
+7.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.2% | -4.0% | -5.9% |
| 7D | -5.9% | -4.9% | -0.9% | -5.4% |
| 30D | -27.1% | -15.8% | -11.3% | -25.9% |
| 3M | -30.7% | -7.9% | -22.8% | -30.2% |
| 6M | -36.1% | -19.0% | -17.0% | -35.0% |
| YTD | -51.4% | -7.9% | -43.4% | -51.2% |
| 1Y | -52.2% | -25.4% | -26.8% | -51.0% |
| 3Y | -12.1% | -35.0% | +23.0% | -10.0% |
| 5Y | -31.1% | -36.8% | +5.6% | -32.7% |
| All | -38.9% | -46.6% | +7.7% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling