+165.7%
COST vs BBAI
-71.3%
+237.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.3% |
| 7D | -1.2% | -1.7% | +0.5% | -1.2% |
| 30D | -4.7% | -12.0% | +7.2% | -4.7% |
| 3M | -7.1% | -30.7% | +23.6% | -7.0% |
| 6M | -8.5% | -30.7% | +22.1% | -8.4% |
| YTD | +5.4% | -46.9% | +52.2% | +5.6% |
| 1Y | -5.6% | -41.1% | +35.4% | -5.6% |
| 3Y | +68.5% | +65.9% | +2.6% | +68.2% |
| 5Y | +105.2% | -70.9% | +176.1% | +105.7% |
| All | +165.7% | -71.3% | +237.0% | +165.0% |
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 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