-39.1%
JOBY vs CRL
+8.3%
-47.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +0.4% |
| 7D | -5.2% | -3.5% | -1.6% | -3.7% |
| 30D | -19.7% | -2.1% | -17.6% | -19.0% |
| 3M | -31.7% | +48.0% | -79.7% | -43.7% |
| 6M | -37.5% | +64.7% | -102.3% | -51.8% |
| YTD | -51.6% | +39.5% | -91.1% | -59.6% |
| 1Y | -53.3% | +74.2% | -127.5% | -65.4% |
| 3Y | -12.2% | +39.4% | -51.6% | -30.9% |
| 5Y | -31.3% | -36.9% | +5.6% | -31.5% |
| All | -39.1% | +8.3% | -47.5% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling