+100.9%
CAPR vs BBAI
-77.8%
+178.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +41.1% | -14.6% | +55.7% | +42.1% |
| 30D | +11.1% | -11.6% | +22.7% | +11.7% |
| 3M | +115.3% | -26.2% | +141.6% | +118.2% |
| 6M | -73.8% | -49.2% | -24.6% | -73.1% |
| YTD | -68.8% | -58.9% | -9.9% | -67.8% |
| 1Y | +43.3% | -60.8% | +104.1% | +47.8% |
| 3Y | +214.7% | +51.0% | +163.7% | +204.6% |
| 5Y | +141.3% | -77.7% | +219.0% | +164.7% |
| All | +100.9% | -77.8% | +178.7% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling