+167.3%
COST vs BBAI
-70.8%
+238.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.2% | -1.0% | -2.2% | -3.2% |
| 30D | -4.0% | -10.7% | +6.7% | -3.9% |
| 3M | -6.5% | -32.3% | +25.8% | -6.3% |
| 6M | -8.5% | -31.3% | +22.8% | -8.4% |
| YTD | +6.0% | -45.9% | +51.9% | +6.2% |
| 1Y | -5.8% | -40.0% | +34.2% | -5.8% |
| 3Y | +71.8% | +72.8% | -1.0% | +71.5% |
| 5Y | +106.2% | -70.4% | +176.6% | +106.7% |
| All | +167.3% | -70.8% | +238.1% | +166.6% |
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