+212.3%
COP vs BBAI
-75.5%
+287.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.4% | -11.7% | -1.4% |
| 7D | -8.4% | -5.0% | -3.4% | -8.4% |
| 30D | +0.3% | +2.5% | -2.2% | +0.2% |
| 3M | +15.1% | -25.1% | +40.2% | +15.3% |
| 6M | +19.8% | -41.4% | +61.1% | +20.2% |
| YTD | +46.8% | -54.6% | +101.4% | +47.5% |
| 1Y | +59.7% | -56.9% | +116.6% | +60.5% |
| 3Y | +28.7% | +59.1% | -30.4% | +26.6% |
| 5Y | +110.7% | -75.4% | +186.1% | +114.2% |
| All | +212.3% | -75.5% | +287.8% | +216.8% |
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 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