+141.3%
CSCO vs BBAI
-70.8%
+212.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +0.6% |
| 7D | -0.7% | -4.3% | +3.6% | -0.6% |
| 30D | -10.1% | -3.6% | -6.5% | -10.1% |
| 3M | -15.7% | -38.8% | +23.1% | -15.4% |
| 6M | +36.3% | -23.8% | +60.0% | +36.5% |
| YTD | +43.8% | -45.9% | +89.8% | +44.3% |
| 1Y | +63.9% | -40.8% | +104.7% | +64.2% |
| 3Y | +104.4% | +69.8% | +34.6% | +104.2% |
| 5Y | +111.4% | -70.3% | +181.7% | +107.8% |
| All | +141.3% | -70.8% | +212.1% | +136.7% |
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