+25.4%
BIL vs CNH
+46.6%
-21.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.9% | -10.9% | 0.0% |
| 7D | +0.1% | +8.6% | -8.5% | +0.1% |
| 30D | 0.0% | +12.6% | -12.6% | 0.0% |
| 3M | +0.6% | +17.5% | -16.9% | +0.6% |
| 6M | +1.5% | +18.1% | -16.6% | +1.5% |
| YTD | +2.8% | +40.4% | -37.6% | +2.8% |
| 1Y | +3.3% | +34.0% | -30.7% | +3.3% |
| 3Y | +13.4% | +35.3% | -21.9% | +13.4% |
| 5Y | +19.8% | -5.1% | +24.9% | +19.8% |
| 10Y | +25.6% | +124.0% | -98.4% | +25.7% |
| All | +25.4% | +46.6% | -21.2% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling