+25.3%
BIL vs CNH
+152.9%
-127.7%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | 0.0% |
| 7D | +0.1% | +8.8% | -8.7% | +0.1% |
| 30D | +0.3% | +24.7% | -24.4% | +0.3% |
| 3M | +0.9% | +27.3% | -26.4% | +0.9% |
| 6M | +1.8% | +23.2% | -21.3% | +1.8% |
| YTD | +2.5% | +48.9% | -46.5% | +2.5% |
| 1Y | +3.7% | +19.4% | -15.7% | +3.7% |
| 3Y | +14.1% | +7.8% | +6.3% | +14.1% |
| 5Y | +19.4% | +8.7% | +10.7% | +19.4% |
| 10Y | +25.3% | +149.5% | -124.3% | +25.3% |
| All | +25.3% | +152.9% | -127.7% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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