+985.2%
BCO vs SPY
+1,990.7%
-1,005.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.7% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -6.0% | +0.1% | -6.0% | -6.1% |
| 3M | +8.1% | +2.0% | +6.1% | +5.7% |
| 6M | -11.6% | +13.0% | -24.6% | -21.1% |
| YTD | -6.1% | +13.5% | -19.7% | -16.5% |
| 1Y | -3.4% | +20.0% | -23.4% | -18.2% |
| 3Y | +46.4% | +77.2% | -30.8% | -12.9% |
| 5Y | +45.6% | +81.9% | -36.3% | -16.0% |
| 10Y | +229.4% | +314.1% | -84.6% | -2.8% |
| All | +985.2% | +1,990.7% | -1,005.5% | +3.6% |
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