-16.2%
CCJ vs BBAI
-24.1%
+7.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.8% |
| 7D | +0.7% | -4.3% | +5.0% | +2.2% |
| 30D | +6.9% | -3.6% | +10.5% | +8.1% |
| 3M | -11.6% | -38.8% | +27.1% | +1.5% |
| 6M | -16.2% | -23.8% | +7.5% | -9.4% |
| All | -16.2% | -24.1% | +7.8% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling