+12.3%
BBCP vs SPY
+248.4%
-236.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | -2.1% |
| 7D | -6.5% | -4.7% | -1.8% | -2.4% |
| 30D | -4.2% | -5.9% | +1.7% | +1.1% |
| 3M | -0.9% | -4.5% | +3.6% | +3.2% |
| 6M | +20.3% | +1.8% | +18.5% | +17.2% |
| YTD | +43.8% | +8.3% | +35.5% | +32.5% |
| 1Y | +48.9% | +9.3% | +39.5% | +36.1% |
| 3Y | +53.2% | +74.9% | -21.7% | -9.6% |
| 5Y | +18.2% | +67.3% | -49.0% | -28.1% |
| All | +12.3% | +248.4% | -236.2% | -59.1% |
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 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