+143.6%
CMI vs BBAI
-70.8%
+214.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.9% | -1.0% | +2.9% | +1.9% |
| 30D | -12.5% | -10.7% | -1.8% | -12.3% |
| 3M | -16.2% | -32.3% | +16.0% | -15.6% |
| 6M | +4.9% | -31.3% | +36.1% | +5.5% |
| YTD | +11.1% | -45.9% | +57.1% | +12.2% |
| 1Y | +43.4% | -40.0% | +83.4% | +44.1% |
| 3Y | +154.1% | +72.8% | +81.3% | +149.6% |
| 5Y | +169.5% | -70.4% | +239.8% | +161.5% |
| All | +143.6% | -70.8% | +214.4% | +136.9% |
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