+59.9%
CME vs BBAI
+59.1%
+0.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -0.4% |
| 7D | -0.6% | -5.0% | +4.5% | -0.6% |
| 30D | +8.5% | +2.5% | +6.0% | +8.6% |
| 3M | +16.0% | -25.1% | +41.1% | +16.0% |
| 6M | +9.3% | -41.4% | +50.7% | +9.3% |
| YTD | +15.3% | -54.6% | +69.9% | +15.3% |
| 1Y | +14.4% | -56.9% | +71.3% | +14.4% |
| 3Y | +59.9% | +59.1% | +0.8% | +62.0% |
| All | +59.9% | +59.1% | +0.8% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling