+193.3%
CF vs BBAI
-77.8%
+271.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -13.3% | +19.5% | +6.3% |
| 7D | +0.4% | -16.9% | +17.3% | +0.6% |
| 30D | +2.2% | -14.0% | +16.2% | +2.3% |
| 3M | +2.1% | -26.7% | +28.8% | +2.4% |
| 6M | -6.5% | -46.4% | +39.8% | -6.0% |
| YTD | +55.6% | -58.9% | +114.4% | +56.8% |
| 1Y | +42.3% | -63.8% | +106.1% | +43.5% |
| 3Y | +55.7% | +54.2% | +1.6% | +50.6% |
| 5Y | +122.4% | -77.7% | +200.1% | +118.1% |
| All | +193.3% | -77.8% | +271.1% | +188.3% |
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