+32.5%
CMS vs BBAI
-70.8%
+103.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.2% | -1.0% | +2.2% | +1.2% |
| 30D | -3.2% | -10.7% | +7.5% | -3.2% |
| 3M | -2.2% | -32.3% | +30.0% | -2.4% |
| 6M | -9.4% | -31.3% | +21.9% | -9.5% |
| YTD | +0.7% | -45.9% | +46.6% | +0.5% |
| 1Y | +0.4% | -40.0% | +40.4% | +0.3% |
| 3Y | +35.2% | +72.8% | -37.6% | +36.6% |
| 5Y | +24.1% | -70.4% | +94.5% | +22.7% |
| All | +32.5% | -70.8% | +103.3% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling