-27.2%
JOBY vs CVE
+327.8%
-355.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.8% |
| 7D | +2.2% | +0.2% | +2.1% | +2.2% |
| 30D | -20.8% | +17.5% | -38.3% | -24.1% |
| 3M | -29.5% | +16.2% | -45.7% | -32.6% |
| 6M | -28.4% | +47.8% | -76.1% | -37.0% |
| YTD | -48.2% | +98.5% | -146.7% | -58.6% |
| 1Y | -49.1% | +109.8% | -158.8% | -60.1% |
| 3Y | -6.3% | +75.5% | -81.8% | -25.3% |
| 5Y | -27.2% | +341.6% | -368.8% | -48.7% |
| All | -27.2% | +327.8% | -355.0% | -48.7% |
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 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