+30.3%
BIL vs CF
+1,955.2%
-1,924.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | 0.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | 0.0% | +2.2% | -2.2% | 0.0% |
| 3M | +0.3% | +2.1% | -1.8% | +0.3% |
| 6M | +1.2% | -6.5% | +7.7% | +1.2% |
| YTD | +2.4% | +55.6% | -53.1% | +2.5% |
| 1Y | +3.0% | +42.3% | -39.3% | +3.1% |
| 3Y | +13.1% | +55.7% | -42.6% | +13.2% |
| 5Y | +19.4% | +122.4% | -103.0% | +19.5% |
| 10Y | +25.2% | +568.5% | -543.4% | +25.5% |
| All | +30.3% | +1,955.2% | -1,924.9% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling