-38.9%
JOBY vs CRL
+8.4%
-47.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.3% | -5.8% |
| 7D | -5.9% | -4.6% | -1.3% | -3.9% |
| 30D | -27.1% | +0.5% | -27.6% | -27.4% |
| 3M | -30.7% | +46.6% | -77.4% | -42.7% |
| 6M | -36.1% | +57.3% | -93.3% | -49.6% |
| YTD | -51.4% | +39.5% | -90.9% | -59.4% |
| 1Y | -52.2% | +76.9% | -129.0% | -64.9% |
| 3Y | -12.1% | +39.4% | -51.4% | -30.8% |
| 5Y | -31.1% | -37.2% | +6.1% | -31.3% |
| All | -38.9% | +8.4% | -47.2% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling