-51.6%
JOBY vs CMS
+26.0%
-77.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -5.1% |
| 7D | -14.3% | +1.7% | -16.1% | -14.5% |
| 30D | +10.2% | +6.2% | +4.0% | +9.2% |
| 3M | -38.5% | +0.6% | -39.1% | -38.6% |
| 6M | -54.1% | -1.8% | -52.3% | -54.2% |
| YTD | -61.5% | +3.8% | -65.4% | -62.3% |
| 1Y | -65.7% | -1.8% | -63.9% | -65.8% |
| 3Y | -7.0% | +39.8% | -46.8% | -15.6% |
| 5Y | -44.2% | +37.1% | -81.3% | -48.3% |
| All | -51.6% | +26.0% | -77.6% | -51.7% |
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