-31.1%
JOBY vs CMS
+23.1%
-54.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -6.0% |
| 7D | -5.9% | +0.2% | -6.0% | -5.9% |
| 30D | -27.1% | -1.3% | -25.8% | -27.0% |
| 3M | -30.7% | -5.4% | -25.4% | -30.4% |
| 6M | -36.1% | -10.3% | -25.7% | -35.0% |
| YTD | -51.4% | -0.2% | -51.1% | -52.2% |
| 1Y | -52.2% | -0.9% | -51.3% | -52.8% |
| 3Y | -12.1% | +34.0% | -46.0% | -21.5% |
| 5Y | -31.1% | +23.6% | -54.7% | -41.5% |
| All | -31.1% | +23.1% | -54.2% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling