+30.3%
BIL vs CNP
+336.6%
-306.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | +0.3% | -1.8% | +2.2% | +0.3% |
| 3M | +0.9% | -4.6% | +5.6% | +0.9% |
| 6M | +1.8% | -8.8% | +10.7% | +1.8% |
| YTD | +2.4% | +5.2% | -2.8% | +2.5% |
| 1Y | +3.7% | +8.3% | -4.6% | +3.7% |
| 3Y | +14.2% | +54.9% | -40.7% | +14.3% |
| 5Y | +19.4% | +73.5% | -54.1% | +19.5% |
| 10Y | +25.2% | +139.1% | -113.9% | +25.5% |
| All | +30.3% | +336.6% | -306.2% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling