-31.1%
JOBY vs CP
+30.0%
-61.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -5.0% | -5.3% |
| 7D | -5.9% | +0.6% | -6.5% | -6.3% |
| 30D | -27.1% | -0.5% | -26.6% | -26.9% |
| 3M | -30.7% | +0.1% | -30.8% | -31.7% |
| 6M | -36.1% | +7.8% | -43.9% | -40.6% |
| YTD | -51.4% | +22.9% | -74.2% | -59.8% |
| 1Y | -52.2% | +21.3% | -73.5% | -60.0% |
| 3Y | -12.1% | +20.4% | -32.4% | -25.0% |
| 5Y | -31.1% | +34.9% | -66.0% | -43.2% |
| All | -31.1% | +30.0% | -61.1% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling