-28.0%
JOBY vs CPNG
-49.8%
+21.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | -0.1% |
| 7D | -5.2% | -1.1% | -4.1% | -4.8% |
| 30D | -19.7% | -7.4% | -12.4% | -17.1% |
| 3M | -31.7% | -12.3% | -19.4% | -28.1% |
| 6M | -37.5% | -19.4% | -18.1% | -33.5% |
| YTD | -51.6% | -35.9% | -15.7% | -42.9% |
| 1Y | -53.3% | -53.4% | +0.1% | -36.0% |
| 3Y | -12.2% | -20.0% | +7.8% | -9.3% |
| All | -28.0% | -49.8% | +21.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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