+85.5%
CME vs BBAI
-76.8%
+162.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.3% | +6.8% | +1.5% |
| 7D | +1.7% | -8.3% | +10.0% | +1.7% |
| 30D | +10.2% | -2.9% | +13.1% | +10.2% |
| 3M | +17.8% | -28.2% | +46.0% | +17.9% |
| 6M | +11.0% | -44.5% | +55.5% | +11.2% |
| YTD | +17.0% | -57.0% | +74.1% | +17.3% |
| 1Y | +15.8% | -59.4% | +75.2% | +16.0% |
| 3Y | +61.8% | +48.7% | +13.1% | +60.1% |
| 5Y | +72.5% | -76.8% | +149.2% | +75.9% |
| All | +85.5% | -76.8% | +162.3% | +87.9% |
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