-18.1%
BCCC vs SPY
+30.1%
-48.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.8% |
| 7D | +0.8% | +0.5% | +0.2% | +0.1% |
| 30D | +11.0% | -0.9% | +12.0% | +12.4% |
| 3M | +17.1% | +3.9% | +13.2% | +10.7% |
| 6M | +10.0% | +14.5% | -4.5% | -10.1% |
| YTD | -11.0% | +12.9% | -23.9% | -24.8% |
| 1Y | -25.2% | +19.4% | -44.6% | -40.6% |
| All | -18.1% | +30.1% | -48.2% | -42.4% |
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