-35.8%
JOBY vs CMS
+21.5%
-57.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -13.6% | -3.6% | -10.0% | -13.1% |
| 3M | -39.5% | -1.9% | -37.6% | -39.8% |
| 6M | -31.9% | -11.0% | -20.9% | -30.7% |
| YTD | -48.9% | +0.2% | -49.1% | -49.7% |
| 1Y | -48.5% | -1.3% | -47.2% | -49.0% |
| 3Y | -8.0% | +35.9% | -44.0% | -16.2% |
| 5Y | -33.7% | +23.1% | -56.7% | -38.1% |
| All | -35.8% | +21.5% | -57.4% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling