-44.1%
JOBY vs CPNG
-76.9%
+32.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -8.2% | -5.4% | -2.7% | -6.1% |
| 30D | -25.1% | -11.1% | -14.0% | -21.5% |
| 3M | -28.8% | -3.0% | -25.8% | -28.4% |
| 6M | -36.1% | -23.5% | -12.6% | -30.8% |
| YTD | -52.2% | -37.8% | -14.4% | -43.6% |
| 1Y | -52.4% | -54.3% | +1.9% | -36.0% |
| 3Y | -13.6% | -20.8% | +7.2% | -9.9% |
| 5Y | -32.2% | -51.1% | +18.9% | -26.5% |
| All | -44.1% | -76.9% | +32.8% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling