+25.2%
BIL vs CF
+561.7%
-536.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -0.3% | -3.2% | +2.9% | -0.3% |
| 30D | 0.0% | +4.3% | -4.3% | 0.0% |
| 3M | +0.3% | +2.8% | -2.5% | +0.3% |
| 6M | +1.2% | +0.6% | +0.6% | +1.2% |
| YTD | +2.5% | +56.6% | -54.2% | +2.5% |
| 1Y | +3.0% | +49.6% | -46.6% | +3.0% |
| 3Y | +13.2% | +61.5% | -48.3% | +13.2% |
| 5Y | +19.4% | +124.0% | -104.5% | +19.4% |
| All | +25.2% | +561.7% | -536.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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