+92.6%
CAPR vs BBAI
-70.3%
+162.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.4% |
| 7D | -2.0% | -4.3% | +2.3% | -1.8% |
| 30D | +139.2% | -3.6% | +142.8% | +139.4% |
| 3M | -66.4% | -38.8% | -27.6% | -65.8% |
| 6M | -63.1% | -23.8% | -39.4% | -62.9% |
| YTD | -67.4% | -45.9% | -21.5% | -66.8% |
| 1Y | +58.2% | -40.8% | +99.0% | +60.0% |
| 3Y | +42.2% | +69.8% | -27.6% | +36.2% |
| All | +92.6% | -70.3% | +162.9% | +96.7% |
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 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