-34.9%
JOBY vs CTAS
+135.0%
-169.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.2% | 0.0% | +2.3% | +2.2% |
| 30D | -20.8% | -1.0% | -19.8% | -20.5% |
| 3M | -29.5% | +15.8% | -45.2% | -37.7% |
| 6M | -28.4% | -1.0% | -27.4% | -29.3% |
| YTD | -48.2% | +7.4% | -55.6% | -52.2% |
| 1Y | -49.1% | -0.1% | -48.9% | -50.6% |
| 3Y | -6.3% | +66.3% | -72.6% | -40.2% |
| 5Y | -27.2% | +111.0% | -138.2% | -62.0% |
| All | -34.9% | +135.0% | -169.9% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling