-44.2%
CPB vs BBAI
-77.0%
+32.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.2% |
| 7D | -4.1% | -10.2% | +6.1% | -4.2% |
| 30D | +16.9% | 0.0% | +16.9% | +17.0% |
| 3M | -0.6% | -30.9% | +30.4% | -0.8% |
| 6M | +11.4% | -46.8% | +58.1% | +10.9% |
| YTD | -14.8% | -57.4% | +42.6% | -15.2% |
| 1Y | -24.8% | -62.0% | +37.3% | -25.1% |
| 3Y | -36.6% | +47.4% | -84.0% | -35.6% |
| 5Y | -33.3% | -77.0% | +43.6% | -36.0% |
| All | -44.2% | -77.0% | +32.8% | -46.7% |
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