+3.7%
BIL vs CAPR
+65.7%
-62.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.7% | +8.7% | 0.0% |
| 7D | +0.1% | +19.1% | -19.0% | +0.1% |
| 30D | +0.3% | +48.8% | -48.5% | +0.3% |
| 3M | +0.9% | +144.4% | -143.5% | +0.9% |
| 6M | +1.8% | -67.5% | +69.4% | +1.8% |
| YTD | +3.1% | -64.5% | +67.7% | +3.1% |
| 1Y | +3.7% | +74.4% | -70.8% | +3.7% |
| All | +3.7% | +65.7% | -62.0% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling