+20.3%
BIL vs CFG
+61.7%
-41.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.1% | +3.2% | -3.1% | +0.1% |
| 30D | +0.3% | +5.1% | -4.8% | +0.3% |
| 3M | +1.0% | -11.2% | +12.2% | +1.0% |
| 6M | +1.9% | +9.6% | -7.7% | +1.9% |
| YTD | +3.2% | +15.0% | -11.8% | +3.2% |
| 1Y | +3.7% | +29.9% | -26.2% | +3.7% |
| 3Y | +13.8% | +192.1% | -178.3% | +13.9% |
| All | +20.3% | +61.7% | -41.4% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling