-20.1%
BCCC vs SPY
+28.2%
-48.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -4.3% |
| 7D | -1.5% | +0.1% | -1.5% | -1.8% |
| 30D | -6.8% | -3.3% | -3.5% | -2.7% |
| 3M | +8.3% | -2.4% | +10.7% | +11.7% |
| 6M | -6.5% | +2.6% | -9.1% | -10.2% |
| YTD | -13.2% | +11.2% | -24.4% | -25.3% |
| 1Y | -22.5% | +13.4% | -35.9% | -34.9% |
| All | -20.1% | +28.2% | -48.3% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling