-39.9%
JOBY vs CTVA
+157.8%
-197.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -8.2% | -4.7% | -3.5% | -6.1% |
| 30D | -25.1% | +11.1% | -36.1% | -28.9% |
| 3M | -28.8% | +13.7% | -42.5% | -34.5% |
| 6M | -36.1% | +11.2% | -47.3% | -40.9% |
| YTD | -52.2% | +26.9% | -79.1% | -58.8% |
| 1Y | -52.4% | +18.8% | -71.2% | -57.7% |
| 3Y | -13.6% | +75.9% | -89.5% | -35.8% |
| 5Y | -32.2% | +105.2% | -137.4% | -52.8% |
| All | -39.9% | +157.8% | -197.7% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling