-37.6%
CAG vs BBAI
+62.6%
-100.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -1.0% |
| 7D | -6.6% | -4.1% | -2.5% | -6.7% |
| 30D | +2.3% | -12.4% | +14.7% | +2.1% |
| 3M | +16.3% | -29.1% | +45.4% | +15.8% |
| 6M | -16.0% | -32.6% | +16.6% | -16.4% |
| YTD | -7.7% | -47.6% | +39.9% | -8.3% |
| 1Y | -16.0% | -41.0% | +25.0% | -16.3% |
| All | -37.6% | +62.6% | -100.2% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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