+19.4%
BIL vs CCI
-50.2%
+69.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +0.3% | +0.5% | -0.2% | +0.3% |
| 3M | +0.9% | -16.3% | +17.2% | +0.9% |
| 6M | +1.8% | -13.9% | +15.8% | +1.8% |
| YTD | +2.5% | -12.4% | +14.9% | +2.5% |
| 1Y | +3.7% | -15.2% | +18.9% | +3.7% |
| 3Y | +14.1% | -9.9% | +23.9% | +14.1% |
| 5Y | +19.4% | -50.8% | +70.3% | +19.4% |
| All | +19.4% | -50.2% | +69.6% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling