-24.2%
BCBP vs SPY
+81.8%
-106.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.7% |
| 7D | +2.7% | +0.5% | +2.2% | +2.3% |
| 30D | -2.4% | -0.9% | -1.4% | -1.8% |
| 3M | -22.4% | +3.9% | -26.3% | -24.5% |
| 6M | +6.6% | +14.5% | -8.0% | -2.9% |
| YTD | +9.7% | +12.9% | -3.2% | +0.9% |
| 1Y | +3.0% | +19.4% | -16.4% | -8.7% |
| 3Y | -13.4% | +78.5% | -91.8% | -39.7% |
| All | -24.2% | +81.8% | -106.0% | -49.2% |
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