-34.9%
JOBY vs CNP
+94.6%
-129.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.2% |
| 7D | +2.2% | +1.6% | +0.6% | +1.8% |
| 30D | -20.8% | -0.8% | -20.0% | -20.7% |
| 3M | -29.5% | -3.6% | -25.9% | -29.2% |
| 6M | -28.4% | -6.9% | -21.4% | -27.6% |
| YTD | -48.2% | +6.4% | -54.6% | -50.3% |
| 1Y | -49.1% | +9.9% | -59.0% | -51.9% |
| 3Y | -6.3% | +53.1% | -59.4% | -23.8% |
| 5Y | -27.2% | +72.0% | -99.2% | -41.3% |
| All | -34.9% | +94.6% | -129.5% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CNP 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling