+25.1%
BIL vs CFG
+347.0%
-321.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | 0.0% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | 0.0% | +1.1% | -1.1% | 0.0% |
| 3M | +0.3% | -12.0% | +12.3% | +0.3% |
| 6M | +1.2% | -2.2% | +3.5% | +1.2% |
| YTD | +2.5% | +11.4% | -9.0% | +2.5% |
| 1Y | +3.0% | +27.8% | -24.8% | +3.1% |
| 3Y | +13.2% | +173.3% | -160.1% | +13.2% |
| 5Y | +19.4% | +62.4% | -43.0% | +19.5% |
| 10Y | +25.2% | +249.6% | -224.4% | +25.2% |
| All | +25.1% | +347.0% | -321.9% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling