-28.0%
JOBY vs CMI
+164.8%
-192.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +0.2% |
| 7D | -5.2% | -0.7% | -4.5% | -4.5% |
| 30D | -19.7% | -12.4% | -7.3% | -10.2% |
| 3M | -31.7% | -14.8% | -17.0% | -22.5% |
| 6M | -37.5% | +0.8% | -38.3% | -39.1% |
| YTD | -51.6% | +10.2% | -61.8% | -56.5% |
| 1Y | -53.3% | +37.4% | -90.7% | -65.3% |
| 3Y | -12.2% | +153.3% | -165.5% | -60.7% |
| All | -28.0% | +164.8% | -192.8% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling