+31.2%
BIL vs CCI
+321.3%
-290.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.1% | -3.4% | +3.5% | +0.1% |
| 30D | +0.3% | +9.9% | -9.6% | +0.4% |
| 3M | +0.9% | +22.7% | -21.8% | +1.0% |
| 6M | +1.9% | +0.8% | +1.0% | +1.9% |
| YTD | +3.1% | +4.1% | -1.0% | +3.2% |
| 1Y | +3.7% | -0.6% | +4.3% | +3.7% |
| 3Y | +13.8% | +9.4% | +4.4% | +13.9% |
| 5Y | +20.2% | -36.8% | +57.1% | +20.2% |
| 10Y | +26.1% | +65.4% | -39.3% | +26.5% |
| All | +31.2% | +321.3% | -290.1% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling