-47.2%
CPB vs BBAI
-70.8%
+23.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.4% |
| 7D | -8.6% | -4.3% | -4.3% | -8.6% |
| 30D | -7.2% | -3.6% | -3.6% | -7.3% |
| 3M | +0.9% | -38.8% | +39.7% | +0.5% |
| 6M | -11.8% | -23.8% | +11.9% | -11.9% |
| YTD | -19.4% | -45.9% | +26.5% | -19.7% |
| 1Y | -30.4% | -40.8% | +10.4% | -30.5% |
| 3Y | -40.2% | +69.8% | -109.9% | -39.1% |
| 5Y | -39.5% | -70.3% | +30.8% | -42.0% |
| All | -47.2% | -70.8% | +23.6% | -49.5% |
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