+14.8%
CNI vs BBAI
-71.7%
+86.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | -0.7% |
| 7D | +0.9% | -4.1% | +4.9% | +0.9% |
| 30D | -2.1% | -12.4% | +10.3% | -2.0% |
| 3M | +1.8% | -29.1% | +30.9% | +2.2% |
| 6M | +14.8% | -32.6% | +47.4% | +15.2% |
| YTD | +25.4% | -47.6% | +73.0% | +26.0% |
| 1Y | +32.9% | -41.0% | +74.0% | +33.3% |
| 3Y | +20.2% | +67.5% | -47.3% | +18.2% |
| 5Y | +12.2% | -71.3% | +83.4% | +16.3% |
| All | +14.8% | -71.7% | +86.5% | +17.9% |
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