-3.1%
CMG vs BBAI
-70.8%
+67.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.2% |
| 7D | -2.1% | -1.7% | -0.3% | -2.0% |
| 30D | +10.9% | -12.0% | +22.9% | +11.2% |
| 3M | +15.8% | -30.7% | +46.5% | +16.6% |
| 6M | +6.9% | -30.7% | +37.6% | +7.5% |
| YTD | -2.2% | -46.9% | +44.7% | -1.3% |
| 1Y | -7.1% | -41.1% | +34.0% | -6.7% |
| 3Y | -7.1% | +65.9% | -73.0% | -9.8% |
| All | -3.1% | -70.8% | +67.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling