-37.2%
JOBY vs CVE
+142.8%
-180.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.6% | +12.5% | +12.0% |
| 7D | +21.0% | -16.1% | +37.2% | +25.9% |
| 30D | +3.1% | -10.4% | +13.5% | +5.2% |
| 3M | -27.9% | -2.4% | -25.6% | -28.4% |
| 6M | -43.6% | -4.4% | -39.2% | -44.0% |
| YTD | -55.1% | +64.9% | -120.0% | -63.0% |
| 1Y | -58.6% | +66.0% | -124.6% | -66.0% |
| 3Y | -0.5% | +57.7% | -58.2% | -19.9% |
| All | -37.2% | +142.8% | -180.0% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling