-39.1%
JOBY vs CTVA
+156.0%
-195.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -5.2% | -4.5% | -0.7% | -3.1% |
| 30D | -19.7% | +11.3% | -31.0% | -23.9% |
| 3M | -31.7% | +12.3% | -44.0% | -36.8% |
| 6M | -37.5% | +7.2% | -44.7% | -41.1% |
| YTD | -51.6% | +26.0% | -77.6% | -58.1% |
| 1Y | -53.3% | +16.0% | -69.3% | -57.9% |
| 3Y | -12.2% | +73.9% | -86.1% | -34.5% |
| 5Y | -31.3% | +103.8% | -135.1% | -52.0% |
| All | -39.1% | +156.0% | -195.2% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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