+31.2%
BIL vs CLX
+196.0%
-164.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.1% | +8.5% | -8.4% | +0.1% |
| 30D | +0.3% | +30.0% | -29.7% | +0.3% |
| 3M | +0.9% | +3.8% | -2.9% | +0.9% |
| 6M | +1.8% | +24.6% | -22.8% | +1.9% |
| YTD | +3.1% | +12.8% | -9.6% | +3.2% |
| 1Y | +3.7% | +8.6% | -4.9% | +3.7% |
| 3Y | +13.8% | -8.6% | +22.5% | +13.8% |
| 5Y | +20.2% | -21.8% | +42.0% | +20.2% |
| 10Y | +26.1% | +30.4% | -4.2% | +26.3% |
| All | +31.2% | +196.0% | -164.8% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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