-39.1%
JOBY vs CMI
+166.2%
-205.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +0.3% |
| 7D | -5.2% | -0.7% | -4.5% | -4.6% |
| 30D | -19.7% | -12.4% | -7.3% | -10.5% |
| 3M | -31.7% | -14.8% | -17.0% | -22.7% |
| 6M | -37.5% | +0.8% | -38.3% | -38.9% |
| YTD | -51.6% | +10.2% | -61.8% | -56.2% |
| 1Y | -53.3% | +37.4% | -90.7% | -64.8% |
| 3Y | -12.2% | +153.3% | -165.5% | -59.0% |
| 5Y | -31.3% | +167.6% | -198.9% | -69.3% |
| All | -39.1% | +166.2% | -205.3% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling