+456.4%
CCJ vs BBAI
-70.8%
+527.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.2% |
| 7D | +0.7% | -4.3% | +5.0% | +0.9% |
| 30D | +6.9% | -3.6% | +10.5% | +7.0% |
| 3M | -11.6% | -38.8% | +27.1% | -9.9% |
| 6M | -16.2% | -23.8% | +7.5% | -15.4% |
| YTD | +10.1% | -45.9% | +56.0% | +12.5% |
| 1Y | +32.3% | -40.8% | +73.0% | +34.3% |
| 3Y | +171.3% | +69.8% | +101.5% | +163.2% |
| 5Y | +372.4% | -70.3% | +442.7% | +409.4% |
| All | +456.4% | -70.8% | +527.2% | +498.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling