+25.2%
BIL vs CF
+569.3%
-544.1%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | 0.0% |
| 7D | +0.1% | +6.0% | -5.9% | +0.1% |
| 30D | +0.3% | +14.8% | -14.5% | +0.3% |
| 3M | +0.9% | +14.1% | -13.1% | +0.9% |
| 6M | +1.8% | +28.5% | -26.7% | +1.8% |
| YTD | +2.4% | +74.9% | -72.5% | +2.4% |
| 1Y | +3.7% | +61.7% | -58.0% | +3.7% |
| 3Y | +14.2% | +80.3% | -66.2% | +14.2% |
| 5Y | +19.4% | +226.0% | -206.6% | +19.4% |
| All | +25.2% | +569.3% | -544.1% | +25.2% |
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