+4.0%
CNH vs BBAI
-75.5%
+79.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.4% | +0.5% | +10.7% |
| 7D | +8.6% | -5.0% | +13.6% | +8.7% |
| 30D | +12.6% | +2.5% | +10.0% | +12.4% |
| 3M | +17.5% | -25.1% | +42.6% | +18.1% |
| 6M | +18.1% | -41.4% | +59.5% | +19.2% |
| YTD | +40.4% | -54.6% | +95.0% | +42.1% |
| 1Y | +34.0% | -56.9% | +90.9% | +35.6% |
| 3Y | +35.3% | +59.1% | -23.8% | +30.7% |
| 5Y | -5.1% | -75.4% | +70.3% | -6.2% |
| All | +4.0% | -75.5% | +79.5% | +1.6% |
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