+13.4%
BIL vs CNP
+63.4%
-50.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +0.1% | -4.3% | +4.4% | +0.1% |
| 30D | 0.0% | +5.7% | -5.8% | 0.0% |
| 3M | +0.6% | +0.9% | -0.3% | +0.6% |
| 6M | +1.5% | -1.1% | +2.6% | +1.5% |
| YTD | +2.8% | +8.3% | -5.5% | +2.8% |
| 1Y | +3.3% | +5.9% | -2.6% | +3.3% |
| 3Y | +13.4% | +64.6% | -51.2% | +13.3% |
| All | +13.4% | +63.4% | -50.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 3y: compounded portfolio wealth divided by compounded CNP 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…
3y analysis · Full analysis span regression · 6 months rolling