-13.4%
BCBP vs SPY
+78.7%
-92.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.8% |
| 7D | +2.7% | +0.5% | +2.2% | +2.3% |
| 30D | -2.4% | -0.9% | -1.4% | -1.7% |
| 3M | -22.4% | +3.9% | -26.3% | -24.9% |
| 6M | +6.6% | +14.5% | -8.0% | -4.9% |
| YTD | +9.7% | +12.9% | -3.2% | -0.9% |
| 1Y | +3.0% | +19.4% | -16.4% | -11.3% |
| 3Y | -13.4% | +78.5% | -91.8% | -50.0% |
| All | -13.4% | +78.7% | -92.1% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling