-39.1%
JOBY vs CTAS
+136.2%
-175.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.3% |
| 7D | -5.2% | +0.5% | -5.7% | -5.5% |
| 30D | -19.7% | -0.7% | -19.0% | -19.5% |
| 3M | -31.7% | +11.1% | -42.8% | -37.7% |
| 6M | -37.5% | +2.1% | -39.7% | -39.7% |
| YTD | -51.6% | +8.0% | -59.5% | -55.5% |
| 1Y | -53.3% | -0.5% | -52.8% | -54.5% |
| 3Y | -12.2% | +66.2% | -78.4% | -43.9% |
| 5Y | -31.3% | +109.2% | -140.5% | -64.0% |
| All | -39.1% | +136.2% | -175.3% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling