+11.7%
CMI vs BBAI
-56.6%
+68.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -6.9% | -5.9% |
| 7D | -11.2% | +4.1% | -15.3% | -11.8% |
| 30D | -9.8% | -1.9% | -7.9% | -9.9% |
| 3M | -25.5% | -18.7% | -6.8% | -23.7% |
| 6M | -27.7% | -38.6% | +10.9% | -23.7% |
| YTD | -6.6% | -52.6% | +46.0% | 0.0% |
| 1Y | +11.7% | -55.3% | +67.0% | +19.7% |
| All | +11.7% | -56.6% | +68.3% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling