+59.4%
BBCP vs SPY
+74.5%
-15.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | -2.7% |
| 7D | -6.5% | -4.7% | -1.8% | -3.0% |
| 30D | -4.2% | -5.9% | +1.7% | +0.3% |
| 3M | -0.9% | -4.5% | +3.6% | +2.6% |
| 6M | +20.3% | +1.8% | +18.5% | +17.0% |
| YTD | +43.8% | +8.3% | +35.5% | +32.0% |
| 1Y | +48.9% | +9.3% | +39.5% | +35.7% |
| All | +59.4% | +74.5% | -15.1% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling