-11.8%
JOBY vs CRL
+38.7%
-50.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.3% | -5.8% |
| 7D | -5.9% | -4.6% | -1.3% | -4.0% |
| 30D | -27.1% | +0.5% | -27.6% | -27.4% |
| 3M | -30.7% | +46.6% | -77.4% | -41.8% |
| 6M | -36.1% | +57.3% | -93.3% | -48.6% |
| YTD | -51.4% | +39.5% | -90.9% | -58.7% |
| 1Y | -52.2% | +76.9% | -129.0% | -64.0% |
| All | -11.8% | +38.7% | -50.5% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling