+25.6%
BIL vs CMS
+127.7%
-102.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | 0.0% | +7.1% | -7.1% | 0.0% |
| 3M | +0.6% | -1.3% | +1.9% | +0.6% |
| 6M | +1.5% | -2.7% | +4.2% | +1.5% |
| YTD | +2.8% | +2.6% | +0.2% | +2.8% |
| 1Y | +3.3% | -2.0% | +5.3% | +3.3% |
| 3Y | +13.4% | +39.6% | -26.2% | +13.4% |
| 5Y | +19.8% | +35.3% | -15.5% | +19.8% |
| 10Y | +25.6% | +132.3% | -106.7% | +25.6% |
| All | +25.6% | +127.7% | -102.1% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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