-34.9%
JOBY vs CP
+43.5%
-78.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +2.2% | +2.4% | -0.2% | +0.5% |
| 30D | -20.8% | -0.5% | -20.3% | -20.6% |
| 3M | -29.5% | +1.4% | -30.9% | -31.0% |
| 6M | -28.4% | +10.3% | -38.7% | -34.1% |
| YTD | -48.2% | +24.3% | -72.5% | -56.9% |
| 1Y | -49.1% | +20.4% | -69.5% | -56.5% |
| 3Y | -6.3% | +21.8% | -28.1% | -19.4% |
| 5Y | -27.2% | +31.5% | -58.8% | -40.1% |
| All | -34.9% | +43.5% | -78.3% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling