-39.9%
JOBY vs CRS
+2,226.6%
-2,266.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.8% |
| 7D | -8.2% | -4.1% | -4.0% | -6.6% |
| 30D | -25.1% | -16.6% | -8.5% | -19.4% |
| 3M | -28.8% | -14.3% | -14.5% | -24.3% |
| 6M | -36.1% | +11.6% | -47.7% | -39.4% |
| YTD | -52.2% | +42.6% | -94.8% | -59.0% |
| 1Y | -52.4% | +81.8% | -134.2% | -63.3% |
| 3Y | -13.6% | +632.1% | -645.6% | -61.3% |
| 5Y | -32.2% | +1,401.6% | -1,433.8% | -76.1% |
| All | -39.9% | +2,226.6% | -2,266.5% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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