+24.7%
BIL vs CLBK
+61.7%
-37.0%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.1% | +2.5% | -2.4% | +0.1% |
| 30D | +0.3% | +3.7% | -3.4% | +0.3% |
| 3M | +0.9% | -3.3% | +4.2% | +0.9% |
| 6M | +1.8% | +29.6% | -27.8% | +1.8% |
| YTD | +3.1% | +60.3% | -57.1% | +3.2% |
| 1Y | +3.7% | +63.4% | -59.7% | +3.7% |
| 3Y | +13.8% | +53.8% | -40.0% | +13.8% |
| 5Y | +20.2% | +29.0% | -8.7% | +20.2% |
| All | +24.7% | +61.7% | -37.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling