-53.3%
JOBY vs CRL
+80.5%
-133.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +0.7% |
| 7D | -5.2% | -3.5% | -1.6% | -4.3% |
| 30D | -19.7% | -2.1% | -17.6% | -19.3% |
| 3M | -31.7% | +48.0% | -79.7% | -39.3% |
| 6M | -37.5% | +64.7% | -102.3% | -46.9% |
| YTD | -51.6% | +39.5% | -91.1% | -56.0% |
| 1Y | -53.3% | +74.2% | -127.5% | -58.4% |
| All | -53.3% | +80.5% | -133.8% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling