-39.1%
JOBY vs CMS
+19.2%
-58.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -5.2% | -1.9% | -3.3% | -4.9% |
| 30D | -19.7% | -4.1% | -15.6% | -19.2% |
| 3M | -31.7% | -7.1% | -24.7% | -31.2% |
| 6M | -37.5% | -10.1% | -27.5% | -36.8% |
| YTD | -51.6% | -1.7% | -49.9% | -52.2% |
| 1Y | -53.3% | -3.4% | -49.9% | -53.6% |
| 3Y | -12.2% | +31.6% | -43.8% | -19.7% |
| 5Y | -31.3% | +23.3% | -54.6% | -35.7% |
| All | -39.1% | +19.2% | -58.4% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling