-26.3%
BBAI vs CAI
-8.1%
-18.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -10.7% | +9.1% | -19.9% | -13.4% |
| 3M | -32.3% | +53.8% | -86.0% | -41.7% |
| 6M | -31.3% | +33.5% | -64.8% | -39.7% |
| YTD | -45.9% | -8.0% | -37.9% | -46.2% |
| 1Y | -40.0% | -28.7% | -11.3% | -37.7% |
| All | -26.3% | -8.1% | -18.2% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling