+17.8%
CP vs BBAI
+63.1%
-45.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | -2.7% | -4.3% | +1.6% | -2.5% |
| 30D | +0.2% | -3.6% | +3.8% | +0.3% |
| 3M | +2.6% | -38.8% | +41.4% | +4.2% |
| 6M | +6.0% | -23.8% | +29.7% | +6.5% |
| YTD | +24.9% | -45.9% | +70.9% | +26.9% |
| 1Y | +20.1% | -40.8% | +60.9% | +20.9% |
| All | +17.8% | +63.1% | -45.3% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling