+20.7%
BBCP vs SPY
+67.4%
-46.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -7.1% | -2.7% | -4.4% | -5.3% |
| 30D | -1.6% | -5.4% | +3.8% | +2.3% |
| 3M | -0.5% | -4.1% | +3.6% | +2.4% |
| 6M | +19.2% | +0.7% | +18.4% | +17.6% |
| YTD | +43.5% | +8.7% | +34.8% | +33.8% |
| 1Y | +54.8% | +10.9% | +43.9% | +42.3% |
| 3Y | +59.1% | +75.0% | -15.9% | +6.8% |
| All | +20.7% | +67.4% | -46.6% | -19.6% |
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