-32.2%
JOBY vs CTAS
+107.0%
-139.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.2% |
| 7D | -8.2% | -1.3% | -6.9% | -7.3% |
| 30D | -25.1% | -3.1% | -22.0% | -23.6% |
| 3M | -28.8% | +10.3% | -39.1% | -35.2% |
| 6M | -36.1% | +1.6% | -37.8% | -38.3% |
| YTD | -52.2% | +6.3% | -58.5% | -55.8% |
| 1Y | -52.4% | -0.5% | -51.9% | -53.9% |
| 3Y | -13.6% | +64.6% | -78.1% | -48.6% |
| 5Y | -32.2% | +106.0% | -138.2% | -70.3% |
| All | -32.2% | +107.0% | -139.2% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling