-42.6%
CAG vs BBAI
-71.4%
+28.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.7% |
| 7D | -5.9% | -5.4% | -0.5% | -5.9% |
| 30D | -1.5% | -15.3% | +13.8% | -1.6% |
| 3M | +11.5% | -29.9% | +41.3% | +11.2% |
| 6M | -15.7% | -30.7% | +15.0% | -15.8% |
| YTD | -10.2% | -47.8% | +37.6% | -10.5% |
| 1Y | -18.1% | -40.4% | +22.3% | -18.2% |
| 3Y | -39.4% | +66.9% | -106.3% | -38.8% |
| 5Y | -42.6% | -71.4% | +28.8% | -43.3% |
| All | -42.6% | -71.4% | +28.8% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling