+115.8%
CF vs BBAI
-76.7%
+192.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.3% | +7.9% | +2.6% |
| 7D | +4.8% | -8.3% | +13.1% | +4.8% |
| 30D | +9.7% | -2.9% | +12.6% | +9.7% |
| 3M | +1.2% | -28.2% | +29.4% | +1.5% |
| 6M | +7.4% | -44.5% | +51.9% | +7.9% |
| YTD | +60.5% | -57.0% | +117.6% | +61.7% |
| 1Y | +50.7% | -59.4% | +110.1% | +51.8% |
| 3Y | +64.8% | +48.7% | +16.1% | +59.4% |
| 5Y | +115.8% | -76.8% | +192.5% | +111.2% |
| All | +115.8% | -76.7% | +192.5% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling