+37.4%
CMI vs BBAI
-39.3%
+76.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.0% |
| 7D | -0.7% | -1.7% | +1.0% | -0.5% |
| 30D | -12.4% | -12.0% | -0.4% | -11.1% |
| 3M | -14.8% | -30.7% | +15.9% | -11.5% |
| 6M | +0.8% | -30.7% | +31.5% | +3.6% |
| YTD | +10.2% | -46.9% | +57.0% | +15.3% |
| 1Y | +37.4% | -41.1% | +78.5% | +42.8% |
| All | +37.4% | -39.3% | +76.8% | +42.8% |
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