+94.1%
CBOE vs BBAI
+62.6%
+31.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.6% |
| 7D | -0.8% | -4.1% | +3.3% | -0.8% |
| 30D | +2.7% | -12.4% | +15.1% | +2.5% |
| 3M | +0.7% | -29.1% | +29.8% | +0.3% |
| 6M | -2.0% | -32.6% | +30.6% | -2.4% |
| YTD | +17.1% | -47.6% | +64.7% | +16.4% |
| 1Y | +26.5% | -41.0% | +67.5% | +26.3% |
| All | +94.1% | +62.6% | +31.5% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling