-7.0%
JOBY vs CPRT
-34.3%
+27.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.7% |
| 7D | -14.3% | -0.4% | -14.0% | -14.2% |
| 30D | +10.2% | +21.2% | -11.0% | +1.7% |
| 3M | -38.5% | +8.3% | -46.8% | -41.2% |
| 6M | -54.1% | -3.4% | -50.7% | -53.8% |
| YTD | -61.5% | -18.7% | -42.8% | -57.5% |
| 1Y | -65.7% | -23.5% | -42.1% | -60.7% |
| 3Y | -7.0% | -34.2% | +27.2% | +16.0% |
| All | -7.0% | -34.3% | +27.4% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 3y: compounded portfolio wealth divided by compounded CPRT 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…
3y analysis · Full analysis span regression · 6 months rolling