-32.2%
JOBY vs CRL
-38.6%
+6.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.8% |
| 7D | -8.2% | -6.9% | -1.2% | -5.0% |
| 30D | -25.1% | -3.2% | -21.9% | -24.0% |
| 3M | -28.8% | +46.5% | -75.3% | -41.6% |
| 6M | -36.1% | +63.1% | -99.2% | -51.2% |
| YTD | -52.2% | +36.9% | -89.1% | -60.1% |
| 1Y | -52.4% | +78.1% | -130.5% | -65.8% |
| 3Y | -13.6% | +36.7% | -50.2% | -32.3% |
| 5Y | -32.2% | -38.1% | +5.9% | -24.4% |
| All | -32.2% | -38.6% | +6.5% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling