-25.0%
BCCC vs SPY
+28.5%
-53.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.6% |
| 7D | -7.9% | +2.6% | -10.5% | -10.9% |
| 30D | -12.0% | -2.0% | -10.0% | -9.7% |
| 3M | +3.8% | -2.8% | +6.6% | +7.7% |
| 6M | -11.8% | +2.1% | -13.9% | -14.6% |
| YTD | -18.5% | +11.5% | -30.0% | -30.0% |
| 1Y | -24.1% | +13.5% | -37.5% | -36.3% |
| All | -25.0% | +28.5% | -53.4% | -46.4% |
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 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