-41.1%
JOBY vs CVE
+672.1%
-713.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +28.5% | -10.1% | +38.6% | +31.3% |
| 30D | +13.6% | -12.1% | +25.7% | +16.3% |
| 3M | -28.5% | -1.9% | -26.6% | -28.9% |
| 6M | -43.1% | -1.8% | -41.3% | -43.9% |
| YTD | -53.2% | +65.8% | -119.0% | -60.7% |
| 1Y | -58.5% | +60.8% | -119.4% | -64.9% |
| 3Y | +16.6% | +70.1% | -53.5% | -5.4% |
| 5Y | -34.7% | +134.8% | -169.4% | -50.6% |
| All | -41.1% | +672.1% | -713.3% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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