+42.7%
CAPR vs BBAI
-41.5%
+84.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -9.5% | -1.0% | -8.5% | -9.3% |
| 30D | +121.5% | -10.7% | +132.2% | +127.2% |
| 3M | -65.4% | -32.3% | -33.1% | -61.7% |
| 6M | -67.5% | -31.3% | -36.2% | -65.1% |
| YTD | -68.6% | -45.9% | -22.7% | -63.7% |
| 1Y | +42.7% | -40.0% | +82.7% | +70.7% |
| All | +42.7% | -41.5% | +84.2% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling