-35.8%
JOBY vs CSGP
-66.8%
+30.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -0.7% |
| 7D | -3.4% | -4.1% | +0.6% | -1.5% |
| 30D | -13.6% | +2.3% | -15.9% | -15.0% |
| 3M | -39.5% | -8.2% | -31.3% | -38.3% |
| 6M | -31.9% | -35.1% | +3.2% | -16.0% |
| YTD | -48.9% | -54.0% | +5.1% | -23.8% |
| 1Y | -48.5% | -65.3% | +16.8% | -9.0% |
| 3Y | -8.0% | -62.6% | +54.5% | +50.7% |
| 5Y | -33.7% | -64.8% | +31.2% | +2.9% |
| All | -35.8% | -66.8% | +30.9% | -3.1% |
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