+229.9%
CF vs BBAI
-70.8%
+300.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.2% |
| 7D | +6.0% | -4.3% | +10.3% | +6.1% |
| 30D | +14.8% | -3.6% | +18.5% | +14.9% |
| 3M | +14.1% | -38.8% | +52.8% | +14.7% |
| 6M | +28.5% | -23.8% | +52.3% | +28.7% |
| YTD | +74.9% | -45.9% | +120.9% | +75.9% |
| 1Y | +61.7% | -40.8% | +102.5% | +62.1% |
| 3Y | +80.3% | +69.8% | +10.6% | +74.3% |
| 5Y | +226.0% | -70.3% | +296.3% | +218.0% |
| All | +229.9% | -70.8% | +300.7% | +223.5% |
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