+196.2%
CBOE vs BBAI
-71.3%
+267.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.2% |
| 7D | -5.8% | -1.7% | -4.1% | -5.8% |
| 30D | -3.1% | -12.0% | +8.8% | -3.2% |
| 3M | -4.8% | -30.7% | +25.9% | -4.8% |
| 6M | -0.6% | -30.7% | +30.1% | -0.6% |
| YTD | +12.8% | -46.9% | +59.6% | +12.7% |
| 1Y | +19.8% | -41.1% | +60.8% | +19.7% |
| 3Y | +86.9% | +65.9% | +21.0% | +87.4% |
| 5Y | +136.5% | -70.9% | +207.4% | +141.0% |
| All | +196.2% | -71.3% | +267.5% | +204.4% |
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