+20.1%
BCBP vs SPY
+308.5%
-288.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.4% | +3.3% | -2.9% | -2.2% |
| 30D | +12.4% | -2.7% | +15.1% | +14.5% |
| 3M | +3.4% | -1.7% | +5.1% | +4.5% |
| 6M | -4.8% | +3.1% | -7.9% | -7.7% |
| YTD | +15.6% | +11.9% | +3.7% | +4.7% |
| 1Y | +21.7% | +12.0% | +9.7% | +10.0% |
| 3Y | +0.1% | +78.2% | -78.1% | -38.2% |
| 5Y | -23.2% | +73.2% | -96.4% | -52.1% |
| All | +20.1% | +308.5% | -288.4% | -56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling