+22.2%
BBCP vs SPY
+265.2%
-243.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -0.4% | +16.4% | +16.4% |
| 7D | +14.0% | +0.1% | +13.9% | +13.8% |
| 30D | +7.8% | +0.1% | +7.8% | +7.7% |
| 3M | +31.6% | +2.0% | +29.6% | +28.2% |
| 6M | +49.6% | +13.0% | +36.6% | +32.7% |
| YTD | +56.5% | +13.5% | +42.9% | +38.3% |
| 1Y | +54.2% | +20.0% | +34.2% | +29.8% |
| 3Y | +57.0% | +77.2% | -20.2% | -8.3% |
| 5Y | +36.7% | +81.9% | -45.2% | -23.3% |
| All | +22.2% | +265.2% | -243.0% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling