+25.6%
BIL vs CFG
+248.3%
-222.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | 0.0% | +3.2% | -3.3% | 0.0% |
| 3M | +0.6% | -9.7% | +10.3% | +0.6% |
| 6M | +1.5% | +3.6% | -2.1% | +1.5% |
| YTD | +2.8% | +14.7% | -11.9% | +2.8% |
| 1Y | +3.3% | +29.6% | -26.2% | +3.3% |
| 3Y | +13.4% | +190.6% | -177.2% | +13.4% |
| 5Y | +19.8% | +67.1% | -47.3% | +19.8% |
| 10Y | +25.6% | +237.0% | -211.4% | +25.5% |
| All | +25.6% | +248.3% | -222.6% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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