+21.1%
BBCP vs SPY
+259.9%
-238.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | +7.9% | +3.3% | +4.6% | +4.9% |
| 30D | +8.8% | -2.7% | +11.5% | +11.5% |
| 3M | +9.4% | -1.7% | +11.2% | +11.1% |
| 6M | +42.8% | +3.1% | +39.7% | +37.7% |
| YTD | +55.1% | +11.9% | +43.2% | +39.0% |
| 1Y | +67.9% | +12.0% | +55.9% | +50.4% |
| 3Y | +73.8% | +78.2% | -4.4% | +1.1% |
| 5Y | +30.5% | +73.2% | -42.7% | -23.1% |
| All | +21.1% | +259.9% | -238.8% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling