-41.1%
JOBY vs CSGP
-66.4%
+25.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +2.0% | +3.2% |
| 7D | +28.5% | -1.8% | +30.3% | +29.1% |
| 30D | +13.6% | +5.3% | +8.3% | +8.3% |
| 3M | -28.5% | +3.3% | -31.8% | -31.7% |
| 6M | -43.1% | -4.7% | -38.5% | -45.0% |
| YTD | -53.2% | -53.5% | +0.4% | -32.3% |
| 1Y | -58.5% | -53.7% | -4.8% | -40.0% |
| 3Y | +16.6% | -59.7% | +76.4% | +77.5% |
| 5Y | -34.7% | -62.5% | +27.8% | -3.0% |
| All | -41.1% | -66.4% | +25.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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