-39.1%
JOBY vs CNP
+89.7%
-128.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.2% | -1.4% | -3.8% | -4.8% |
| 30D | -19.7% | -2.9% | -16.8% | -19.1% |
| 3M | -31.7% | -7.5% | -24.2% | -30.6% |
| 6M | -37.5% | -7.9% | -29.6% | -36.8% |
| YTD | -51.6% | +3.7% | -55.3% | -53.3% |
| 1Y | -53.3% | +4.6% | -57.9% | -55.1% |
| 3Y | -12.2% | +49.1% | -61.4% | -28.1% |
| 5Y | -31.3% | +69.2% | -100.5% | -44.2% |
| All | -39.1% | +89.7% | -128.9% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling