+25.2%
BIL vs CCI
+17.8%
+7.4%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | -0.3% | +0.3% | +0.1% |
| 30D | +0.3% | +2.1% | -1.8% | +0.3% |
| 3M | +0.9% | -17.8% | +18.7% | +0.9% |
| 6M | +1.8% | -14.2% | +16.0% | +1.8% |
| YTD | +2.5% | -13.3% | +15.8% | +2.5% |
| 1Y | +3.7% | -16.6% | +20.3% | +3.7% |
| 3Y | +14.1% | -10.8% | +24.9% | +14.1% |
| 5Y | +19.4% | -50.3% | +69.7% | +19.4% |
| 10Y | +25.2% | +22.5% | +2.7% | +25.2% |
| All | +25.2% | +17.8% | +7.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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