-35.8%
JOBY vs CVE
+801.6%
-837.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -3.4% | +2.5% | -5.9% | -4.1% |
| 30D | -13.6% | +16.7% | -30.3% | -16.9% |
| 3M | -39.5% | +9.3% | -48.8% | -41.1% |
| 6M | -31.9% | +43.6% | -75.4% | -39.2% |
| YTD | -48.9% | +93.6% | -142.5% | -58.3% |
| 1Y | -48.5% | +98.8% | -147.3% | -58.4% |
| 3Y | -8.0% | +73.6% | -81.6% | -25.1% |
| 5Y | -33.7% | +312.5% | -346.1% | -55.1% |
| All | -35.8% | +801.6% | -837.4% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling