-28.8%
BBAI vs CAI
-11.0%
-17.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.4% | -5.1% | -0.3% | -3.8% |
| 30D | -15.3% | +3.9% | -19.2% | -16.5% |
| 3M | -29.9% | +40.1% | -69.9% | -37.7% |
| 6M | -30.7% | +29.7% | -60.4% | -38.6% |
| YTD | -47.8% | -10.9% | -36.9% | -47.6% |
| 1Y | -40.4% | -28.0% | -12.4% | -38.1% |
| All | -28.8% | -11.0% | -17.8% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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