-7.0%
JOBY vs CVE
+74.2%
-81.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.5% | -5.0% |
| 7D | -14.3% | +5.9% | -20.3% | -15.3% |
| 30D | +10.2% | -10.9% | +21.0% | +12.3% |
| 3M | -38.5% | -4.5% | -34.0% | -38.5% |
| 6M | -54.1% | -1.0% | -53.1% | -54.6% |
| YTD | -61.5% | +74.7% | -136.3% | -69.9% |
| 1Y | -65.7% | +65.8% | -131.5% | -72.6% |
| 3Y | -7.0% | +73.2% | -80.1% | -29.3% |
| All | -7.0% | +74.2% | -81.2% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling