+12.8%
CRM vs BBAI
-71.7%
+84.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.9% |
| 7D | -5.0% | -4.1% | -0.9% | -4.9% |
| 30D | +23.6% | -12.4% | +36.0% | +24.1% |
| 3M | +39.6% | -29.1% | +68.7% | +40.8% |
| 6M | +23.4% | -32.6% | +56.1% | +24.5% |
| YTD | -7.4% | -47.6% | +40.2% | -6.1% |
| 1Y | -2.3% | -41.0% | +38.7% | -1.6% |
| 3Y | +10.5% | +67.5% | -56.9% | +6.7% |
| 5Y | -4.7% | -71.3% | +66.5% | -10.4% |
| All | +12.8% | -71.7% | +84.5% | +5.6% |
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