+27.3%
CMG vs BBAI
-70.8%
+98.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.5% | -1.0% | -0.4% | -1.4% |
| 30D | +12.7% | -10.7% | +23.4% | +13.0% |
| 3M | +26.3% | -32.3% | +58.5% | +27.2% |
| 6M | +4.5% | -31.3% | +35.8% | +5.0% |
| YTD | -0.1% | -45.9% | +45.8% | +0.8% |
| 1Y | -6.8% | -40.0% | +33.3% | -6.4% |
| 3Y | -5.0% | +72.8% | -77.8% | -7.7% |
| 5Y | -3.0% | -70.4% | +67.3% | -5.4% |
| All | +27.3% | -70.8% | +98.1% | +23.6% |
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