+25.6%
BIL vs CF
+546.3%
-520.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | -0.9% | +0.9% | +0.1% |
| 30D | 0.0% | +6.9% | -7.0% | 0.0% |
| 3M | +0.6% | +4.8% | -4.3% | +0.6% |
| 6M | +1.5% | +4.7% | -3.2% | +1.5% |
| YTD | +2.8% | +56.5% | -53.7% | +2.8% |
| 1Y | +3.3% | +48.4% | -45.1% | +3.3% |
| 3Y | +13.4% | +59.1% | -45.7% | +13.4% |
| 5Y | +19.8% | +109.5% | -89.7% | +19.8% |
| 10Y | +25.6% | +487.0% | -461.3% | +25.7% |
| All | +25.6% | +546.3% | -520.6% | +25.7% |
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