+232.3%
CF vs BBAI
-70.8%
+303.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.9% | -1.0% | +0.1% | -0.9% |
| 30D | +18.1% | -10.7% | +28.8% | +18.2% |
| 3M | +23.4% | -32.3% | +55.6% | +23.9% |
| 6M | +17.1% | -31.3% | +48.4% | +17.4% |
| YTD | +76.2% | -45.9% | +122.2% | +77.2% |
| 1Y | +62.3% | -40.0% | +102.3% | +62.6% |
| 3Y | +71.8% | +72.8% | -1.0% | +66.0% |
| 5Y | +234.6% | -70.4% | +304.9% | +226.4% |
| All | +232.3% | -70.8% | +303.1% | +225.9% |
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