+24.7%
BIL vs CLBK
+60.9%
-36.1%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | +0.3% | +3.4% | -3.1% | +0.3% |
| 3M | +1.0% | -4.3% | +5.2% | +1.0% |
| 6M | +1.9% | +28.4% | -26.5% | +1.9% |
| YTD | +3.2% | +59.4% | -56.2% | +3.2% |
| 1Y | +3.7% | +64.8% | -61.1% | +3.7% |
| 3Y | +13.8% | +50.6% | -36.8% | +13.8% |
| 5Y | +20.3% | +28.3% | -8.0% | +20.3% |
| All | +24.7% | +60.9% | -36.1% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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