+54.1%
CVS vs BBAI
-70.8%
+124.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | +4.0% | -4.3% | +8.2% | +4.0% |
| 30D | -2.4% | -3.6% | +1.2% | -2.4% |
| 3M | +2.7% | -38.8% | +41.4% | +2.6% |
| 6M | +21.9% | -23.8% | +45.6% | +21.8% |
| YTD | +24.7% | -45.9% | +70.7% | +24.7% |
| 1Y | +35.4% | -40.8% | +76.2% | +35.4% |
| 3Y | +65.2% | +69.8% | -4.6% | +66.3% |
| 5Y | +30.5% | -70.3% | +100.9% | +25.0% |
| All | +54.1% | -70.8% | +124.9% | +49.7% |
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