+24.9%
BBCP vs SPY
+72.1%
-47.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.7% |
| 7D | +6.0% | +2.6% | +3.4% | +4.2% |
| 30D | +9.9% | -2.0% | +11.9% | +11.5% |
| 3M | +8.2% | -2.8% | +11.0% | +10.4% |
| 6M | +39.8% | +2.1% | +37.7% | +36.8% |
| YTD | +52.1% | +11.5% | +40.6% | +39.3% |
| 1Y | +66.2% | +13.5% | +52.7% | +50.4% |
| 3Y | +65.3% | +77.7% | -12.4% | +9.6% |
| All | +24.9% | +72.1% | -47.2% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling