+173.2%
COPX vs BBAI
-70.8%
+244.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.6% |
| 7D | -4.0% | -4.3% | +0.3% | -3.8% |
| 30D | +4.5% | -3.6% | +8.2% | +4.7% |
| 3M | +0.8% | -38.8% | +39.6% | +2.5% |
| 6M | +3.2% | -23.8% | +26.9% | +4.0% |
| YTD | +26.7% | -45.9% | +72.6% | +28.9% |
| 1Y | +85.7% | -40.8% | +126.5% | +87.9% |
| 3Y | +151.2% | +69.8% | +81.4% | +143.1% |
| 5Y | +170.0% | -70.3% | +240.3% | +164.6% |
| All | +173.2% | -70.8% | +244.0% | +167.0% |
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