-38.4%
CPB vs BBAI
-70.3%
+31.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -8.2% | -1.0% | -7.2% | -8.2% |
| 30D | -5.6% | -10.7% | +5.1% | -5.7% |
| 3M | +3.0% | -32.3% | +35.2% | +2.7% |
| 6M | -12.7% | -31.3% | +18.6% | -12.9% |
| YTD | -18.0% | -45.9% | +27.9% | -18.3% |
| 1Y | -31.7% | -40.0% | +8.3% | -31.8% |
| 3Y | -41.0% | +72.8% | -113.7% | -39.9% |
| 5Y | -38.4% | -70.4% | +32.0% | -40.8% |
| All | -38.4% | -70.3% | +31.9% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling