-12.2%
JOBY vs CMI
+150.2%
-162.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +0.1% |
| 7D | -5.2% | -0.7% | -4.5% | -4.5% |
| 30D | -19.7% | -12.4% | -7.3% | -9.4% |
| 3M | -31.7% | -14.8% | -17.0% | -21.9% |
| 6M | -37.5% | +0.8% | -38.3% | -39.7% |
| YTD | -51.6% | +10.2% | -61.8% | -57.6% |
| 1Y | -53.3% | +37.4% | -90.7% | -67.2% |
| 3Y | -12.2% | +153.3% | -165.5% | -69.7% |
| All | -12.2% | +150.2% | -162.4% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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