-39.9%
JOBY vs CP
+39.9%
-79.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.8% |
| 7D | -8.2% | -2.7% | -5.5% | -6.4% |
| 30D | -25.1% | -3.4% | -21.7% | -23.3% |
| 3M | -28.8% | -0.6% | -28.1% | -29.3% |
| 6M | -36.1% | +6.3% | -42.4% | -39.7% |
| YTD | -52.2% | +21.2% | -73.4% | -59.5% |
| 1Y | -52.4% | +20.0% | -72.4% | -59.3% |
| 3Y | -13.6% | +18.7% | -32.3% | -24.3% |
| 5Y | -32.2% | +34.8% | -66.9% | -44.3% |
| All | -39.9% | +39.9% | -79.8% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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