+89.5%
CME vs BBAI
-77.0%
+166.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | +2.5% | -10.2% | +12.6% | +2.5% |
| 30D | +13.9% | 0.0% | +13.9% | +13.9% |
| 3M | +22.4% | -30.9% | +53.3% | +22.5% |
| 6M | +12.9% | -46.8% | +59.6% | +13.1% |
| YTD | +19.6% | -57.4% | +77.0% | +19.9% |
| 1Y | +17.7% | -62.0% | +79.7% | +18.0% |
| 3Y | +65.3% | +47.4% | +17.9% | +63.6% |
| 5Y | +75.1% | -77.0% | +152.1% | +78.6% |
| All | +89.5% | -77.0% | +166.5% | +92.0% |
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