+60.9%
CSX vs BBAI
-77.8%
+138.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | -14.6% | +9.1% | -5.4% |
| 30D | +4.9% | -11.6% | +16.5% | +5.0% |
| 3M | -2.9% | -26.2% | +23.4% | -2.7% |
| 6M | +8.3% | -49.2% | +57.5% | +8.8% |
| YTD | +36.7% | -58.9% | +95.6% | +37.4% |
| 1Y | +41.5% | -60.8% | +102.3% | +42.2% |
| 3Y | +68.6% | +51.0% | +17.6% | +67.1% |
| 5Y | +48.4% | -77.7% | +126.1% | +50.4% |
| All | +60.9% | -77.8% | +138.7% | +63.2% |
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