-46.0%
CPB vs BBAI
-71.7%
+25.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.5% |
| 7D | -8.0% | -4.1% | -3.9% | -8.0% |
| 30D | -2.4% | -12.4% | +10.0% | -2.5% |
| 3M | +0.5% | -29.1% | +29.6% | +0.3% |
| 6M | -10.5% | -32.6% | +22.2% | -10.7% |
| YTD | -17.5% | -47.6% | +30.1% | -17.8% |
| 1Y | -31.0% | -41.0% | +10.0% | -31.1% |
| 3Y | -40.6% | +67.5% | -108.1% | -39.6% |
| 5Y | -37.7% | -71.3% | +33.5% | -40.2% |
| All | -46.0% | -71.7% | +25.7% | -48.3% |
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